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11/30/2022
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
Some classical uncertainty quantification problems require the estimatio...
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02/25/2022
Shapley effect estimation in reliability-oriented sensitivity analysis with correlated inputs by importance sampling
Reliability-oriented sensitivity analysis aims at combining both reliabi...
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07/13/2021
Optimal projection to improve parametric importance sampling in high dimension
In this paper we propose a dimension-reduction strategy in order to impr...
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12/21/2020
Improvement of the cross-entropy method in high dimension through a one-dimensional projection without gradient estimation
Rare event probability estimation is an important topic in reliability a...
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11/30/2020
Variance based sensitivity analysis for Monte Carlo and importance sampling reliability assessment with Gaussian processes
Running a reliability analysis on engineering problems involving complex...
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11/06/2019