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Title:

Sequential importance sampling for structural reliability

Document type:
Konferenzbeitrag
Author(s):
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...     »
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:
9
Language:
en
TUM Institution:
Engineering Risk Analysis Group
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