Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models (Q6072164)
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scientific article; zbMATH DE number 7749643
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| English | Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models |
scientific article; zbMATH DE number 7749643 |
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Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models (English)
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12 October 2023
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Monte Carlo sampling
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reliability
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variance reduction
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0.7728323936462402
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0.7522981762886047
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0.7368757724761963
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0.7313581109046936
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0.7294555902481079
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