Estimation of Small Failure Probabilities in High Dimensions by Subset Simulation
作者： Siu-Kui Au , James L. Beck
DOI: 10.1016/S0266-8920(01)00019-4
关键词: Conditional probability 、 Law of total probability 、 Subset simulation 、 Failure domain 、 Chain rule (probability) 、 Monte Carlo method 、 Metropolis–Hastings algorithm 、 Mathematics 、 Markov chain Monte Carlo 、 Algorithm 、 Statistics
摘要: … the conditional probabilities of the higher conditional levels until … The smaller the failure probability and hence higher the simulation level, the more the sample cov is greater than the …
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