Adaptive proposal length scale in Subset Simulation

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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Bibliographic Details
Main Authors: Au, Siu-Kui, Zhou, Xin
Other Authors: School of Civil and Environmental Engineering
Format: Article
Language:English
Published: 2025
Subjects:
Engineering
First passage problem
Markov chain Monte Carlo
Optimal proposal
Rare event
Subset simulation
Online Access:https://hdl.handle.net/10356/183542
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https://hdl.handle.net/10356/183542

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