324 citations · 402 across the 3 of their papers we have counts for
Showing stat.COShow all
3 papers · 1 filter
stat.CO2016★ 58 cited
Bayesian subset simulation
Julien Bect, Ling Li, Emmanuel Vazquez
We consider the problem of estimating a probability of failure , defined as the volume of the excursion set of a function …
stat.CO2012★ 20 cited
Bayesian Subset Simulation: a kriging-based subset simulation algorithm for the estimation of small probabilities of failure
Ling Li, Julien Bect, Emmanuel Vazquez
The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. E…
stat.CO2010★ 324 cited
Sequential design of computer experiments for the estimation of a probability of failure
Julien Bect, David Ginsbourger, Ling Li +2
This paper deals with the problem of estimating the volume of the excursion set of a function above a given threshold, under a probability measure o…