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Gradient and parameter sensitivity estimation for systems evaluated using Monte Carlo analysis.

Mukshed AhammedRobert E. Melchers
Published in: Reliab. Eng. Syst. Saf. (2006)
Keyphrases
  • monte carlo
  • importance sampling
  • monte carlo simulation
  • markov chain
  • simulation study
  • optimal strategy
  • stochastic approximation
  • machine learning
  • learning algorithm
  • parameter estimation
  • monte carlo methods