Browsing School of Engineering by Author "Fekhari, Elias"
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Bernstein adaptive nonparametric conditional sampling: a new method for rare event probability estimation
ICASP14; Mure, Joseph; Iooss, Bertrand; Chabridon, Vincent; Fekhari, Elias (2023)Reliability analysis often requires estimating small failure probabilities, associated with rare events. To overcome their intractable crude Monte Carlo estimation, various techniques have been proposed. Among others, ...