Subset simulation

Subset simulation is a method used in reliability engineering to compute small failure probabilities encountered in engineering systems. The basic idea is to express the failure probability as a product of larger conditional value probabilities by introducing intermediate failure events.^[1]

References

^ Au, Siu-Kui (2001). "Estimation of small failure probabilities in high dimensions by subset simulation". Probabilistic Engineering Mechanics. 16 (4): 263–277. doi:10.1016/S0266-8920(01)00019-4. {{cite journal}}: Unknown parameter |coauthors= ignored (|author= suggested) (help); Unknown parameter |month= ignored (help)

[1] Au, Siu-Kui (2001). "Estimation of small failure probabilities in high dimensions by subset simulation". Probabilistic Engineering Mechanics. 16 (4): 263–277. doi:10.1016/S0266-8920(01)00019-4. {{cite journal}}: Unknown parameter |coauthors= ignored (|author= suggested) (help); Unknown parameter |month= ignored (help)

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