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Adaptive directional stratification for controlled estimation of the probability of a rare event
15 references·8 citing·38 second hop
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References

  • 1999An Introduction to Copulas7,743 cited
  • 2007Simulation and the Monte Carlo Method2,454 cited
  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
  • 1987Stochastic Simulation2,240 cited
  • 1996Structural Reliability Methods2,192 cited
  • 2006Methods of structural safety1,835 cited
  • 2001Reliability analysis—a review and some perspectives775 cited
  • 1993Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal735 cited
  • 1987Methods of structural safety390 cited
  • 1988Probability Integration by Directional Simulation339 cited
  • 2008Simulation and the Monte Carlo method308 cited
  • 2004A comparison of uncertainty and sensitivity analysis results obtained with random and Latin hypercube sampling278 cited
  • 1988Stochastic simulation140 cited
  • 2006Refinement strategies for stratified sampling methods84 cited
  • 2008Controlled stratification for quantile estimation68 cited

Cited by

  • 2014A survey of rare event simulation methods for static input–output models

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70 cited
  • 2011Screening and metamodeling of computer experiments with functional outputs. Application to thermal–hydraulic computations29 cited
  • 2025Advances in reliability analysis and risk assessment for enhanced safety27 cited
  • 2022Adaptive stratified sampling for structural reliability analysis25 cited
  • 2023A Review of Uncertainty-Based Multidisciplinary Design Optimization Methods Based on Intelligent Strategies18 cited
  • 2023Adaptive radial importance sampling under directional stratification13 cited
  • 2014Bounding rare event probabilities in computer experiments12 cited
  • 2015An island particle algorithm for rare event analysis11 cited