A sequential Bayesian algorithm to estimate a probability of failure

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 15, Issue PART 1, 2009, Pages 546-550

  Vazquez, Emmanuel ^a   Bect, Julien ^a  

^a SUPELEC   (France)

Author keywords

Design of experiments; Kriging; Probability of failure; Sequential Bayesian planning

Indexed keywords

BAYESIAN ALGORITHMS; CONTROL STRATEGIES; KRIGING; NEW STRATEGY; PROBABILITY OF FAILURE; SEQUENTIAL BAYESIAN PLANNING;

DESIGN OF EXPERIMENTS; ESTIMATION; IDENTIFICATION (CONTROL SYSTEMS); INTERPOLATION; MONTE CARLO METHODS;

UNCERTAINTY ANALYSIS;

EID: 80051612851     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20090706-3-FR-2004.0395     Document Type: Conference Paper

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