Rare Event Estimation for Computer Models
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Publication:5877101
DOI10.1080/00031305.2012.751879OpenAlexW2092029585WikidataQ58278512 ScholiaQ58278512MaRDI QIDQ5877101FDOQ5877101
Brian J. Williams, Rick Picard
Publication date: 3 February 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2012.751879
computer experimentsGaussian processimportance samplingquantile estimationsequential experimental designpercentile estimation
Cites Work
- Title not available (Why is that?)
- Bayesian calibration of computer models. (With discussion)
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- Sequential design of computer experiments for the estimation of a probability of failure
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Handbook of Monte Carlo Methods
- Collision probability for Earth-crossing asteroids using orbital ranging
- Quantile estimation with adaptive importance sampling
- Projection array based designs for computer experiments
- Estimating Percentiles of Uncertain Computer Code Outputs
- Exponential convergence of adaptive importance sampling for Markov chains
Cited In (5)
- Optimization of computer simulation models with rare events
- Output-Weighted Optimal Sampling for Bayesian Experimental Design and Uncertainty Quantification
- Searching for High-Value Rare Events with Uncheatable Grid Computing
- RARE EVENT SIMULATION
- Variational approach to rare event simulation using least-squares regression
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