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] This conceptually converts the original rare event simulation problem into a series of frequent event problems that are easier to solve.
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)