Efficient estimation of extreme quantiles using adaptive kriging and importance sampling

DOI10.1002/NME.6300MaRDI QIDQ6497763

Pietro Marco Congedo, Nassim Razaaly, Daan Crommelin

Publication date: 6 May 2024

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

zbMATH Keywords

krigingtail probabilityimportance samplingquantilerare eventextreme quantilemultiple failure regions

Mathematics Subject Classification ID

Parametric inference (62Fxx) Applications of statistics (62Pxx) Sequential statistical methods (62Lxx)

Cites Work

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