2 papers
stat.CO2026
Directional subset simulation method for reliability analysis
Oindrila Kanjilal, Julien Bect
Estimating the probabilities of rare failure events is a key challenge in the reliability analysis of physical systems. Subset simulation (SS) is a very popular adaptive Monte Carl…
math.ST2026
Uncertainty functionals revisited: Concavity and Jensen's inequality
Julien Bect, Xujia Zhu
This article presents a theoretical study of uncertainty functionals on general measurable spaces. These functionals are fundamental in experimental design and global sensitivity a…