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Multilevel Estimation of Rare Events

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370 cited

2014Engineering Risk Assessment with Subset Simulation315 cited

Cited by

2017Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models47 cited
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2019Multifidelity probability estimation via fusion of estimators27 cited
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2018Convergence analysis of multifidelity Monte Carlo estimation24 cited
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2020Accelerated Multilevel Monte Carlo With Kernel‐Based Smoothing and Latinized Stratification15 cited
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2022Sequential Active Learning of Low-Dimensional Model Representations for Reliability Analysis13 cited
2022The Ensemble Kalman Filter for Rare Event Estimation11 cited
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2021Error Analysis for Probabilities of Rare Events with Approximate Models8 cited