Efficient estimation of extreme quantiles using adaptive kriging and importance sampling (Q6497763)
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scientific article; zbMATH DE number 7843283
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| English | Efficient estimation of extreme quantiles using adaptive kriging and importance sampling |
scientific article; zbMATH DE number 7843283 |
Statements
Efficient estimation of extreme quantiles using adaptive kriging and importance sampling (English)
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6 May 2024
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extreme quantile
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importance sampling
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kriging
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multiple failure regions
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quantile
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rare event
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tail probability
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0.8018708229064941
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0.7707254886627197
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0.7604500651359558
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0.7355908751487732
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0.7327688932418823
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