Kriging-based adaptive Importance Sampling algorithms for rare event estimation - Balesdent, Mathieu; Morio, Jérôme; Marzat, Julien (Structural safety, 2013)
Keywords: Algorithms; Applied sciences; Computer simulation; Estimates; Exact sciences and technology; Ground, air and sea transportation, marine construction; Importance Sampling; Input–output function; Kriging; Marine construction; Rare event estimation; Samples; Sampling; Statistical analysis; Statistical methods; Surrogate model; Surrogate model; Importance Sampling; Input–output function; Kriging; Rare event estimation; Estimation; Aeronautics; Spacecraft; Probability; Input-output function; Rare event; Modeling; Adaptive method; Statistics; Case study; Input output analysis; Launching; Safety; Sampling