Subset simulation for probabilistic computer models

DOI10.1016/J.APM.2023.03.041MaRDI QIDQ6072735zbMATH OpenOpenAlexFDO

Authors P. O. Hristov, F. A. DiazDelaO

Publication date 13 October 2023

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.apm.2023.03.041

zbMATH Keywords

partially-converged simulationsprobabilistic numericsreliability analysissubset simulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Reliability and life testing (62N05)

Cites work

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• HISTORY MATCHING WITH SUBSET SIMULATION
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• Simple, Robust and Optimal Ranking from Pairwise Comparisons
• The Distribution of Products of Beta, Gamma and Gaussian Random Variables
• Verification and validation in scientific computing.

Cited in

(2)

• Restricted Subset Selection Procedures for Simulation
• Bayesian Subset Simulation

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