Scarce Sample-Based Reliability Estimation and Optimization Using Importance Sampling
Importance sampling is a variance reduction technique that is used to improve the efficiency of Monte Carlo estimation. Importance sampling uses the trick of sampling from a distribution, which is located around the zone of interest of the primary distribution thereby reducing the number of realizat...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-11-01
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| Series: | Mathematical and Computational Applications |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2297-8747/27/6/99 |