Bayesian Subset Simulation
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Publication:4636406
DOI10.1137/16M1078276MaRDI QIDQ4636406
Ling Li, Julien Bect, Emmanuel Vazquez
Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.02557
Gaussian process; sequential Monte Carlo; computer experiments; probability of failure; sequential design; stepwise uncertainty reduction
62K99: Design of statistical experiments
62P30: Applications of statistics in engineering and industry; control charts
62L05: Sequential statistical design
Uses Software