Sequential design of computer experiments for the estimation of a probability of failure

DOI10.1007/s11222-011-9241-4zbMath1252.62081arXiv1009.5177OpenAlexW2133118715MaRDI QIDQ693305

Ling Li, Victor Picheny, David Ginsbourger, Julien Bect

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5177

zbMATH Keywords

Gaussian processes probability of failure stepwise uncertainty reduction

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Monte Carlo methods (65C05) Sequential statistical design (62L05) Reliability and life testing (62N05)

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