English Subset simulation Cited by user 130.37.61.214 on 22 Apr 2016 Subset Simulation is a method used in reliability engineering to compute small (i.e., rare event) failure probabilities encountered in engineering systems.
English Rare Event Sampling Cited by user 91.115.42.235 on 20 Sep 2015 Rare event sampling is an umbrella term for a group of computer simulation methods intended to selectively sample 'special' regions of the dynamic space of systems which…
English Mean field particle methods Cited by user 91.115.42.235 on 20 Sep 2015 Mean field particle methods are a broad class of interacting type Monte Carlo algorithms for simulating from a sequence of probability distributions satisfying a…