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Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/129048
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dc.titleAdaptive importance sampling strategy
dc.contributor.authorImbrahim, Yaacob
dc.date.accessioned2016-10-26T11:01:20Z
dc.date.available2016-10-26T11:01:20Z
dc.date.issued1991
dc.identifier.citationImbrahim, Yaacob (1991). Adaptive importance sampling strategy. Mechanics Computing in 1990's and Beyond : 253-257. ScholarBank@NUS Repository.
dc.identifier.isbn0872628043
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/129048
dc.description.abstractAn 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.
dc.sourceScopus
dc.typeConference Paper
dc.contributor.departmentINDUSTRIAL & SYSTEMS ENGINEERING
dc.description.sourcetitleMechanics Computing in 1990's and Beyond
dc.description.page253-257
dc.identifier.isiutNOT_IN_WOS
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