Bayesian Subset Simulation (Q4636406)

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scientific article; zbMATH DE number 6861829
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English
Bayesian Subset Simulation
scientific article; zbMATH DE number 6861829

    Statements

    title
    Bayesian Subset Simulation (English)
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    author
    Julien Bect
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    Ling Li
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    Emmanuel Vazquez
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    publication date
    19 April 2018
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    zbMATH Keywords
    probability of failure
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    computer experiments
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    sequential design
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    Gaussian process
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    stepwise uncertainty reduction
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    sequential Monte Carlo
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    Identifiers

    DOI
    10.1137/16M1078276
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    Mathematics Subject Classification ID
    62L05
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    62K99
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    62P30
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    zbMATH DE Number
    6861829
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