Likelihood ratio gradient estimation for dynamic reliability applications

Reliability Engineering and System Safety

Volumn 96, Issue 12, 2011, Pages 1667-1679

  Li, Jinghui ^a,b   Mosleh, Ali ^b   Kang, Rui ^a  

^a BEIHANG UNIVERSITY   (China)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

Derivative estimation; Dynamic reliability; Importance measure; Importance sampling; Likelihood ratio; Monte Carlo simulation

Indexed keywords

DERIVATIVE ESTIMATION; DYNAMIC RELIABILITY; IMPORTANCE MEASURE; IMPORTANCE SAMPLING; LIKELIHOOD RATIOS; MONTE CARLO SIMULATION;

COMPUTER SIMULATION; ESTIMATION; MONTE CARLO METHODS; SENSITIVITY ANALYSIS;

RELIABILITY ANALYSIS;

EID: 80455173843     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2011.08.001     Document Type: Article

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