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Document type:
Magazinartikel 
Author(s):
Papaioannou I., Papadimitriou C., Straub D. 
Title:
Sequential importance sampling for structural reliability analysis 
Abstract:
This paper proposes 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 in the context of Bayesian analysis. The basic idea of SIS is to gradually translate samples from the prior distribution to samples from the posterior distribution through a sequential reweighting operation....    »
 
Journal title:
Structural Safety, 62: 
Year:
2016 
Month:
Sep 
Pages contribution:
66-75 
Language:
en 
TUM Institution:
Engineering Risk Analysis Group