Bayesian subset simulation

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Bayesian subset simulation

11 January 2016

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Papers citing "Bayesian subset simulation"

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Title
A Bayesian approach to constrained single- and multi-objective optimization Paul Feliot Julien Bect E. Vázquez 84 151 0 02 Oct 2015
Bayesian Subset Simulation: a kriging-based subset simulation algorithm for the estimation of small probabilities of failure Ling Li Julien Bect E. Vázquez 82 27 0 09 Jul 2012
Bayesian Post-Processor and other Enhancements of Subset Simulation for Estimating Failure Probabilities in High Dimensions Konstantin Zuev J. Beck S. Au L. Katafygiotis 93 203 0 15 Oct 2011
Bounding rare event probabilities in computer experiments Y. Auffray P. Barbillon Jean-Michel Marin 76 12 0 04 May 2011
Metamodel-based importance sampling for structural reliability analysis V. Dubourg Francois Deheeger Bruno Sudret 67 490 0 03 May 2011
Reliability-based design optimization using kriging surrogates and subset simulation V. Dubourg Bruno Sudret Jean-Marc Bourinet AI4CE 55 423 0 19 Apr 2011
Metamodel-based importance sampling for the simulation of rare events V. Dubourg Francois Deheeger Bruno Sudret 63 24 0 18 Apr 2011
Sequential design of computer experiments for the estimation of a probability of failure Julien Bect D. Ginsbourger Ling Li Victor Picheny E. Vázquez 112 352 0 27 Sep 2010
An Adaptive Sequential Monte Carlo Sampler Paul Fearnhead Benjamin M. Taylor 114 82 0 07 May 2010
Adaptive methods for sequential importance sampling with application to state space models Julien Cornebise Eric Moulines Jimmy Olsson 131 86 0 01 Mar 2008
Controlled stratification for quantile estimation C. Cannamela Josselin Garnier Bertrand Iooss 125 87 0 18 Feb 2008