2 papers
stat.ME2023
Stein Variational Rare Event Simulation
Max Ehre, Iason Papaioannou, Daniel Straub
Rare event simulation and rare event probability estimation are important tasks within the analysis of systems subject to uncertainty and randomness. Simultaneously, accurately est…
stat.AP2023
Variance-based reliability sensitivity with dependent inputs using failure samples
Max Ehre, Iason Papaioannou, Daniel Straub
Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs pr…