Importance Sampling for Reliability Evaluation With Stochastic Simulation Models.

Youngjun Choe Eunshin Byon Nan Chen

Published in: Technometrics (2015)

Keyphrases

simulation models
importance sampling
monte carlo
simulation model
kalman filter
rare events
markov chain
simulation tools
agent based simulation
air cargo
particle filter
approximate inference
markov chain monte carlo
stereo matching
particle filtering