Bayesian Subset Simulation
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Publication:4636406
DOI10.1137/16M1078276MaRDI QIDQ4636406
Ling Li, Julien Bect, Emmanuel Vazquez
Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.02557
Gaussian processsequential Monte Carlocomputer experimentsprobability of failuresequential designstepwise uncertainty reduction
Design of statistical experiments (62K99) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical design (62L05)
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Uses Software
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