User: Guest  Login
Document type:
Konferenzbeitrag 
Author(s):
Papaioannou I., Papadimitriou C., Straub D. 
Title:
Sequential importance sampling for structural reliability 
Abstract:
This paper discusses the application of sequential importance sampling (SIS) to the estimation of the probability of failure in structural reliability. SIS was developed originally in the statistical community for exploring posterior distributions and estimating normalizing constants. The basic idea is to gradually translate samples from the prior distribution to samples from the posterior distribution through a sequential reweighting operation. In the context of structural reliability, SIS...    »
 
Book / Congress title:
Proc. 17th IFIP WG 7.5 Conference on Reliability and Optimization of Structural Systems, Huangshan, China 
Year:
2014 
Year / month:
2014-07 
Month:
Jul 
Pages:
Language:
en 
TUM Institution:
Engineering Risk Analysis Group