Engineering Risk Assessment with Subset Simulation

Engineering Risk Assessment with Subset Simulation

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It is possible thatthe next sample X k + 1 is equal to the current sample Xk when the candidate Xa€² is rejected. ... The proposal PDF p* governs the distribution of the candidate and affects the transition of the Markov chain from one state toanbsp;...


Title:Engineering Risk Assessment with Subset Simulation
Author: Siu-Kui Au, Yu Wang
Publisher:John Wiley & Sons - 2014-04-10
ISBN-13:

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