2 papers
stat.CO2026
Niching Importance Sampling for Multi-modal Rare-event Simulation
Hugh J. Kinnear, F. A. DiazDelaO
This paper proposes niching importance sampling, a framework that combines concepts from reliability analysis, e.g. Markov chains, importance sampling, and relative cross entropy m…
stat.CO2022
Niching Subset Simulation
Hugh J. Kinnear, F. A. DiazDelaO
Subset Simulation is a Markov chain Monte Carlo method used to compute small failure probabilities in structural reliability problems. This is done by iteratively sampling from nes…