A stratified sampling algorithm based on the reliability sensitivity

MaRDI QIDQ2858479zbMATH OpenFDO

Authors ZhangChun Tang, Yongshou Liu, Zhufeng Yue, Feng Zhang

Publication date 19 November 2013

Published in Chinese Journal of Computational Mechanics (Search for Journal in Brave)

zbMATH Keywords

failure probabilityMonte Carlo methodreliabilitysensitivitystratified sampling method

Mathematics Subject Classification ID

Reliability and life testing (62N05) Monte Carlo methods (65C05)

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Cited in

(5)

• Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments
• Sensitivity Analysis for the System Reliability Function
• Simulation of the sum-product algorithm using stratified sampling
• Estimating the s − t Reliability Function Using Importance and Stratified Sampling
• The Problem of Dimensionality in Stratified Sampling

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