Bayesian analysis of rare events

DOI10.1016/j.jcp.2016.03.018zbMath1349.62083OpenAlexW2300210327MaRDI QIDQ2375148

Daniel Straub, Wolfgang Betz, Iason Papaioannou

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2016.03.018

zbMATH Keywords

reliabilityBayesian analysisimportance samplingrare eventssubset simulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Survival analysis and censored data (62N99)

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Uses Software

• ABC-SubSim
• abc
• Pi4U

Cites Work

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