A Bayesian Monte Carlo-based algorithm for the estimation of small failure probabilities of systems affected by uncertainties.
Francesco CadiniA. GiolettaPublished in: Reliab. Eng. Syst. Saf. (2016)
Keyphrases
- monte carlo
- monte carlo simulation
- importance sampling
- learning algorithm
- markov chain
- simulation study
- dynamic programming
- stochastic approximation
- detection algorithm
- monte carlo tree search
- optimal solution
- adaptive sampling
- monte carlo methods
- matrix inversion
- markov chain monte carlo
- global illumination
- kalman filter
- maximum likelihood
- quasi monte carlo