Efficient estimation of extreme quantiles using adaptive kriging and importance sampling
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Cites work
- Adaptive Gaussian process emulators for efficient reliability analysis
- An efficient reliability method combining adaptive importance sampling and kriging metamodel
- Bayesian Subset Simulation
- Confidence intervals for quantiles when applying variance-reduction techniques
- Control variates for probability and quantile estimation.
- Control Variates for Quantile Estimation
- Correlation-induction techniques for estimating quantiles in simulation experiments
- Estimating Percentiles of Uncertain Computer Code Outputs
- Gaussian processes for machine learning.
- scientific article; zbMATH DE number 3841285 (Why is no real title available?)
- scientific article; zbMATH DE number 854710 (Why is no real title available?)
- Novel algorithm using active metamodel learning and importance sampling: application to multiple failure regions of low probability
- Sequential design of computer experiments for the estimation of a probability of failure
- Sequential design of experiments for estimating percentiles of black-box functions
- Variance Reduction Techniques for Estimating Value-at-Risk
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