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Title: Adaptive importance sampling strategy
Authors: Imbrahim, Yaacob 
Issue Date: 1991
Citation: Imbrahim, Yaacob (1991). Adaptive importance sampling strategy. Mechanics Computing in 1990's and Beyond : 253-257. ScholarBank@NUS Repository.
Abstract: An adaptive importance sampling scheme is presented. The scheme updates both the estimate of system failure probability and the importance sampling density. The sampling density used is the stratified density in which each component is associated with a failure mode. The initial choice of the sampling density is based upon component reliability information and the density is updated based upon the failed points for each mode uncovered. Results obtained for a brittle system compares well with the Monte Carlo estimate.
Source Title: Mechanics Computing in 1990's and Beyond
ISBN: 0872628043
Appears in Collections:Staff Publications

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