Approximation of Limit State Surfaces in Monotonic Monte Carlo Settings, with Applications to Classification

DOI10.1137/15M1015091zbMath1398.65013OpenAlexW2781695563MaRDI QIDQ4636363

Vince Moutoussamy, Thierry Klein, Nicolas Bousquet

Publication date: 19 April 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1015091

zbMATH Keywords

monotonicityconvexityrandom setssupport vector machinestructural reliabilitycomputer modellimit state surfacerare event probability

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Sequential estimation (62L12)

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