Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters
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Publication:267894
DOI10.1007/s11009-014-9411-xzbMath1334.65004OpenAlexW2065482820MaRDI QIDQ267894
Mathieu Balesdent, Loïc Brevault, Jérôme Morio
Publication date: 12 April 2016
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-014-9411-x
importance samplingKrigingepistemic uncertaintyinput-output functionrare event estimationsurrogate model
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