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: Au, Siu-Kui, Zhou, Xin
其他作者: School of Civil and Environmental Engineering
格式: Article
語言:English
出版: 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