Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling

This paper addresses the challenge of performing importance sampling in high-dimensional space (several hundred inputs) in order to estimate the failure probability of a physical system subject to randomness. It is assumed that the failure domain defined in the input space can possibly include multi...

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Bibliographic Details
Published in:	Reliability engineering & system safety Vol. 235; p. 109238
Main Authors:	Chiron, Marie, Genest, Christian, Morio, Jérôme, Dubreuil, Sylvain
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.07.2023 Elsevier
Subjects:	Computer Science Data Structures and Algorithms Elliptical distribution Engineering Sciences High dimension Mathematics Multiple importance sampling Other Probability Reliability analysis Simulation method Multiple importance sampling Reliability analysis High dimension Simulation method Elliptical distribution stochastic system loi de probabilité échantillonnage d'importance méthode numérique numerical method probability distribution importance sampling système stochastique
ISSN:	0951-8320, 1879-0836
Online Access:	Get full text
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