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math.ST2024
Computing conservative probabilities of rare events with surrogates
Nicolas Bousquet
This article provides a critical review of the main methods used to produce conservative estimators of probabilities of rare events, or critical failures, for reliability and certi…
math.ST2012★ 1 cited
Density modification based reliability sensitivity analysis
Paul Lemaître, Ekatarina Sergienko, Aurélie Arnaud +3
Sensitivity analysis of a numerical model, for instance simulating physical phenomena, is useful to quantify the influence of the inputs on the model responses. This paper proposes…