Recursive estimation of a failure probability for a Lipschitz function (Q2137891)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Recursive estimation of a failure probability for a Lipschitz function
scientific article

    Statements

    Recursive estimation of a failure probability for a Lipschitz function (English)
    0 references
    0 references
    0 references
    11 May 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    sequential design
    0 references
    probability of failure
    0 references
    sequential Monte Carlo
    0 references
    tree based algorithms
    0 references
    high dimensional problem
    0 references
    0 references
    0 references