Reliability Sensitivity Analysis by the Axis Orthogonal Importance Sampling Method Based on the Box-Muller Transformation

Reliability Sensitivity Analysis by the Axis Orthogonal Importance Sampling Method Based on the Box-Muller Transformation

The axis orthogonal importance sampling method proves to be one version of efficient importance sampling methods since the quasi-Monte Carlo simulation is its basic ingredient, in which it is now a common practice to transform low-discrepancy sequences from the uniform distribution to the normal dis...

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Bibliographic Details
Main Authors: Wei Zhao, Yeting Wu, Yangyang Chen, Yanjun Ou
Format: Article
Language:English
Published: MDPI AG 2022-09-01
Series:Applied Sciences
Subjects:
reliability
sensitivity
quasi-Monte Carlo sequence
inverse transformation
Box-Muller transformation
Online Access:https://www.mdpi.com/2076-3417/12/19/9860

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