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Extrapolation, Invariance, Geometry and Subset Sampling

  • Breitung K
Springer International Publishing, (2017), 33-43
DOI: 10.1007/978-3-319-47886-9_3
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Abstract

In the last years the subset sampling method has often been used in reliability problems as a tool for calculating very small probabilities. The method extrapolates from an initial Monte Carlo estimate for the probability content of a failure domain found by a...

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Breitung, K. (2017). Extrapolation, Invariance, Geometry and Subset Sampling. In 14th International Probabilistic Workshop (pp. 33–43). Springer International Publishing. https://doi.org/10.1007/978-3-319-47886-9_3

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