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Application of saddlepoint approximation in reliability analysis of dynamic systems
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Application of saddlepoint approximation in reliability analysis of dynamic systems (2007)Application of saddlepoint approximation …Simulation and the Monte Carlo Method (2016)Simulation and the Monte Carl…Simulation and the Monte Carlo Method (2007)Simulation and the Monte Carl…Uncertainty Analysis by Dimension Reduction Integration and Saddlepoint Approximations (2005)Uncertainty Analysis by Dimen…Important sampling in high dimensions (2002)Important sampling in high di…First excursion probabilities for linear systems by very efficient importance sampling (2001)First excursion probabilities…A new adaptive importance sampling scheme for reliability calculations (1999)A new adaptive importance sam…Multiple design points in first and second-order reliability (1998)Multiple design points in fir…Asymptotic Expansions for Reliability and Moments of Uncertain Systems (1997)Asymptotic Expansions for Rel…Saddlepoint Approximations (1995)Saddlepoint ApproximationsOptimal Importance‐Sampling Density Estimator (1992)Optimal Importance‐Sampling D…Adaptive Importance Sampling (1990)Adaptive Importance SamplingImportance sampling in structural systems (1989)Importance sampling in struct…Improvement Of Second‐Order Reliability Estimates by Importance Sampling (1988)Improvement Of Second‐Order R…Adaptive sampling — an iterative fast Monte Carlo procedure (1988)Adaptive sampling — an iterat…A critical appraisal of methods to determine failure probabilities (1987)A critical appraisal of metho…Simulation and the Monte Carlo Method (1981)Simulation and the Monte Carl…Methods of structural safety (1987)Structural Reliability Methods (1996)Methods of structural safety (2006)Review and application of Artificial Neural Networks models in reliability analysis of steel structures (2014)Quadratic Limit States in Structural Reliability (1979)Non-Normal Dependent Vectors in Structural Safety (1981)Basic Analysis of Structural Safety (1983)A benchmark study on importance sampling techniques in structural reliability (1993)Optimization algorithms for structural reliability (1991)A critical appraisal of reliability estimation procedures for high dimensions (2004)Metamodel-based importance sampling for structural reliability analysis (2013)MCMC algorithms for Subset Simulation (2015)Small sample sensitivity analysis techniques for computer models.with an application to risk assessment (1980)A univariate dimension-reduction method for multi-dimensional integration in stochastic mechanics (2004)Structural Reliability Analysis and Prediction (2017)Narrow Reliability Bounds for Structural Systems (1979)A survey on approaches for reliability-based optimization (2010)A new learning function for Kriging and its applications to solve reliability problems in engineering (2015)Automobile Prices in Market Equilibrium (1995)Estimation of small failure probabilities in high dimensions by subset simulation (2001)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Econometric Tools for Analyzing Market Outcomes (2007)Everything you need to know about agent-based modelling and simulation (2016)A New Study on Reliability-Based Design Optimization (1999)Rare Events Simulation for Heavy-Tailed Distributions (2000)Importance Sampling for Portfolio Credit Risk (2005)Probabilistic uncertainty analysis by mean-value first order Saddlepoint Approximation (2007)
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  • 1992

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Optimal Importance‐Sampling Density Estimator
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