Non-parametric adaptive importance sampling for the probability estimation of a launcher impact position

Importance sampling (IS) is a useful simulation technique to estimate critical probability with a better accuracy than Monte Carlo methods. It consists in generating random weighted samples from an auxiliary distribution rather than the distribution of interest. The crucial part of this algorithm is...

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Veröffentlicht in:Reliability engineering & system safety 2011, Vol.96 (1), p.178-183
1. Verfasser: Morio, Jérôme
Format: Artikel
Sprache:eng
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