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Controlled stratification for quantile estimation
7 references·16 citing·40 second hop
Controlled stratification for quantile estimation (2008)Controlled stratification for quantile es…Sequential Experiment Design for Contour Estimation From Complex Computer Codes (2008)Sequential Experiment Design …Design and Modeling for Computer Experiments (2005)Design and Modeling for Compu…Estimating Percentiles of Uncertain Computer Code Outputs (2004)Estimating Percentiles of Unc…Evaluation of nuclear safety from the outputs of computer codes in the presence of uncertainties (2003)Evaluation of nuclear safety …A New Class of Supersaturated Designs (1993)A New Class of Supersaturated…Design and Analysis of Computer Experiments (1989)Design and Analysis of Comput…Simulation and the Monte Carlo Method (1981)Simulation and the Monte Carl…Entropy-based adaptive design for contour finding and estimating reliability (2022)Entropy-based adaptive design…OPTIMAL UNCERTAINTY QUANTIFICATION OF A RISK MEASUREMENT FROM A THERMAL-HYDRAULIC CODE USING CANONICAL MOMENTS (2020)OPTIMAL UNCERTAINTY QUANTIFIC…Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models (2020)Adaptive importance sampling …Cross-entropy based importance sampling for stochastic simulation models (2019)Cross-entropy based importanc…Controlled Stratification Based on Kriging Surrogate Model: An Algorithm for Determining Extreme Quantiles in Electromagnetic Compatibility Risk Analysis (2019)Controlled Stratification Bas…Advanced Methodology for Uncertainty Propagation in Computer Experiments with Large Number of Inputs (2019)Advanced Methodology for Unce…Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments (2017)Uncertainty Quantification of…Bayesian Subset Simulation (2017)Bayesian Subset SimulationThe Adaptive Controlled Stratification Method Applied to the Determination of Extreme Interference Levels in EMC Modeling With Uncertain Input Variables (2016)The Adaptive Controlled Strat…Nonparametric Quantile Estimation Based on Surrogate Models (2016)Nonparametric Quantile Estima…Methods for high-dimensional and computationally intensive models (2015)Methods for high-dimensional …A survey of rare event simulation methods for static input–output models (2014)A survey of rare event simula…Extreme quantile estimation with nonparametric adaptive importance sampling (2012)Extreme quantile estimation w…Metamodel-based importance sampling for the simulation of rare events (2011)Metamodel-based importance sa…Adaptive directional stratification for controlled estimation of the probability of a rare event (2011)Adaptive directional stratifi…Adaptive Optimal Allocation in Stratified Sampling Methods (2008)Adaptive Optimal Allocation i…Asymptotically Optimal Importance Sampling and Stratification for Pricing Path‐Dependent Options (1999)Monte Carlo Methods in Financial Engineering (2003)Adaptative Monte Carlo Method, A Variance Reduction Technique (2004)Active Learning in Multi-armed Bandits (2008)Active learning in heteroscedastic noise (2010)Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata (2010)Maximum entropy sampling (1987)Exploratory designs for computational experiments (1995)Stochastic kriging for efficient nested simulation of expected shortfall (2010)A Bayesian Framework for Quantifying Uncertainty in Stochastic Simulation (2014)Determination of Sample Sizes for Setting Tolerance Limits (1941)Efficient Monte Carlo methods for estimating failure probabilities (2017)Quantification of tolerance limits of engineering system using uncertainty modeling for sustainable energy (2020)Accounting for Safety Barriers Degradation in the Risk Assessment of Oil and Gas Systems by Multistate Bayesian Networks (2021)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)An Introduction to Statistical Modeling of Extreme Values (2001)A nonparametric importance sampling estimator for 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simulation (2001)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)On confidence intervals for failure probability estimates in Kriging-based reliability analysis (2019)Adaptive design of experiments for global Kriging metamodeling through cross-validation information (2020)Semi-Bayesian active learning quadrature for estimating extremely low failure probabilities (2024)Stochastic Kriging for Simulation Metamodeling (2009)A Review on Global Sensitivity Analysis Methods (2015)The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support (2020)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Variance based sensitivity analysis of model output. 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this work references cited by second hop

References

  • 1989Design and Analysis of Computer Experiments6,958 cited
  • 1981Simulation and the Monte Carlo Method2,402 cited
  • 2005Design and Modeling for Computer Experiments1,135 cited
  • 1993A New Class of Supersaturated Designs376 cited
  • 2008Sequential Experiment Design for Contour Estimation From Complex Computer Codes264 cited
  • 2003Evaluation of nuclear safety from the outputs of computer codes in the presence of uncertainties90 cited
  • 2004Estimating Percentiles of Uncertain Computer Code Outputs79 cited

Cited by

  • 2014A survey of rare event simulation methods for static input–output models70 cited
  • 2017Bayesian Subset Simulation68 cited
  • 2008Adaptive Optimal Allocation in Stratified Sampling Methods50 cited
  • 2012Extreme quantile estimation with nonparametric adaptive importance sampling43 cited
  • 2019Advanced Methodology for Uncertainty Propagation in Computer Experiments with Large Number of Inputs35 cited
  • 2011Adaptive directional stratification for controlled estimation of the probability of a rare event29 cited
  • 2019Cross-entropy based importance sampling for stochastic simulation models25 cited
  • 2022Entropy-based adaptive design for contour finding and estimating reliability

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24 cited
  • 2016The Adaptive Controlled Stratification Method Applied to the Determination of Extreme Interference Levels in EMC Modeling With Uncertain Input Variables22 cited
  • 2015Methods for high-dimensional and computationally intensive models20 cited
  • 2011Metamodel-based importance sampling for the simulation of rare events19 cited
  • 2016Nonparametric Quantile Estimation Based on Surrogate Models19 cited
  • 2019Controlled Stratification Based on Kriging Surrogate Model: An Algorithm for Determining Extreme Quantiles in Electromagnetic Compatibility Risk Analysis19 cited
  • 2017Uncertainty Quantification of Stochastic Simulation for Black-box Computer Experiments17 cited
  • 2020OPTIMAL UNCERTAINTY QUANTIFICATION OF A RISK MEASUREMENT FROM A THERMAL-HYDRAULIC CODE USING CANONICAL MOMENTS16 cited
  • 2020Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models16 cited