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ArticleAn island particle algorithm for rare event analysis

Christelle Vergé2015

Article2015

An island particle algorithm for rare event analysis

Christelle Vergé · Jérôme Morio · Pierre Del Moral

11 citations·0/0 files stored·Reliability Engineering & System Safety

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Probabilistic and Robust Engineering Design Reliability and Maintenance Optimization Risk and Safety Analysis

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References

1987Applied Probability and Queues 2001Estimation of small failure probabilities in high dimensions by subset simulation 1981Simulation and the Monte Carlo Method 2005Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models 2004Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models 2004Feynman-Kac Formulae 2004Introduction to Rare Event Simulation 1999A general procedure for first/second-order reliabilitymethod (FORM/SORM)

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Details

Year2015

Typearticle

Published2015-12-25

VenueReliability Engineering & System Safety

ISSN-L0951-8320

Languageen

Citations11

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1016/j.ress.2015.11.017

openalex_workW2220985307

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