Adaptive Importance Sampling Based on Fault Tree Analysis for Piecewise Deterministic Markov Process

DOI10.1137/22m1522838arXiv2210.16185OpenAlexW4307529937MaRDI QIDQ6131422

Unnamed Author, Anne Dutfoy, Hassane Chraibi, Josselin Garnier

Publication date: 5 April 2024

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

Full work available at URL: https://arxiv.org/abs/2210.16185

zbMATH Keywords

reliabilityimportance samplingcross-entropyrare event simulationpiecewise deterministic Markov processfault tree analysisPyCATSHOO

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Sequential estimation (62L12)

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