A novel adaptive importance sampling algorithm based on Markov chain and low-discrepancy sequence

Aerospace Science and Technology

Volumn 29, Issue 1, 2013, Pages 253-261

  Yuan, Xiukai ^a   Lu, Zhenzhou ^b   Zhou, Changcong ^b   Yue, Zhufeng ^b  

^a XIAMEN UNIVERSITY   (China)

^b NORTHWESTERN POLYTECHNICAL UNIVERSITY   (China)

Author keywords

Importance sampling; Low discrepancy sequence; Markov chain; Monte Carlo simulation; Reliability

Indexed keywords

ADAPTIVE IMPORTANCE SAMPLING; ADAPTIVE IMPORTANCE SAMPLING METHOD; DESIGN POINTS; FAILURE PROBABILITY; LOW-DISCREPANCY SEQUENCES; PROPOSAL DISTRIBUTION; STRUCTURAL FAILURE;

ALGORITHMS; FRACTURE MECHANICS; IMPORTANCE SAMPLING; MONTE CARLO METHODS; RELIABILITY;

MARKOV PROCESSES;

EID: 84880919765     PISSN: 12709638     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ast.2013.03.008     Document Type: Article

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