Adaptive sampling — an iterative fast Monte Carlo procedure

Author:

Bucher Christian G.

Publisher

Elsevier BV

Subject

Safety, Risk, Reliability and Quality,Building and Construction,Civil and Structural Engineering

Reference9 articles.

1. Remarks on algorithm 006: an adaptive algorithm for numerical integration over N-dimensional rectangular region;Genz;J. Comput. Appl. Math.,1980

2. Simulation and the Monte-Carlo Method;Rubinstein,1981

3. Efficient and accurate probability of failure calculation by the use of importance sampling technique;Harbitz,1983

4. Monte-Carlo Methods;Hammerley,1964

5. Small sampling sensitivity analysis techniques for computer models with an application to risk assessment;Iman;Commun. Stat. Theory Methods,1980

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