Linearization of local probabilistic sensitivity via sample re-weighting

Reliability Engineering and System Safety

Volumn 79, Issue 2, 2003, Pages 131-137

  Cooke, R M ^a   Kurowicka, D ^a   Meilijson, I ^b  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b TEL AVIV UNIVERSITY   (Israel)

Author keywords

Linearization; Local probabilistic sensitivity measures; Re weighting

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; CORRELATION METHODS; LINEARIZATION; MONTE CARLO METHODS; PROBABILITY; PROBLEM SOLVING;

PROBABILISTIC SENSITIVITY;

SENSITIVITY ANALYSIS;

EID: 0037301807     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0951-8320(02)00223-5     Document Type: Conference Paper

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