Dagger-sampling variance reduction in Monte Carlo reliability analysis.

Enrico Zio Antonio Cammi Andrea Cioncolini

Published in: Monte Carlo Methods Appl. (2004)

Keyphrases

monte carlo
variance reduction
reliability analysis
importance sampling
markov chain
adaptive sampling
quasi monte carlo
monte carlo tree search
policy evaluation
sample size
condition monitoring
point processes
particle filter
markov chain monte carlo
random sampling