Browsing School of Engineering by Author "Markert, Bernd"
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Efficient Subset Simulations using Hamiltonian Neural Network enhanced Markov Chain Monte Carlo methods
Thaler, Denny; Shields, Michael; Markert, Bernd; Bamer, Franz; Dhulipala, Somayajulu; ICASP14 (2023)The Monte Carlo method delivers an unbiased estimate of the probability of failure. However, the variance of the estimate depends on the number of evaluated samples. This number must be very large for estimations of a low ...