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Titel:

Sequential importance sampling for structural reliability

Dokumenttyp:
Konferenzbeitrag
Autor(en):
Papaioannou I., Papadimitriou C., Straub D.
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...     »
Kongress- / Buchtitel:
Proc. 17th IFIP WG 7.5 Conference on Reliability and Optimization of Structural Systems, Huangshan, China
Jahr:
2014
Jahr / Monat:
2014-07
Monat:
Jul
Seiten:
9
Sprache:
en
TUM Einrichtung:
Engineering Risk Analysis Group
 BibTeX