Adaptive proposal length scale in Subset Simulation
Subset Simulation (SS) is a Monte Carlo method for estimating the failure probability of a system whose response is a ‘black box’, for which little or no prior information is available for variance reduction. Pivotal to SS is an efficient mechanism for generating candidates that are accepted/rejec...
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Main Authors: | , |
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格式: | Article |
語言: | English |
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2025
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在線閱讀: | https://hdl.handle.net/10356/183542 |
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機構: | Nanyang Technological University |
語言: | English |