2 papers
stat.ME2025
The tail wags the distribution: Only sample the tails for efficient reliability analysis
Promit Chakroborty, Michael D. Shields
To ensure that real-world infrastructure is safe and durable, systems are designed to not fail for any but the most rarely occurring parameter values. By only happening deep in the…
stat.ME2024
Intrepid MCMC: Metropolis-Hastings with Exploration
Promit Chakroborty, Michael D. Shields
In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numer…