Moving particles: A parallel optimal Multilevel Splitting method with application in quantiles estimation and meta-model based algorithms

Published 2015 View Full Article

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Title
Moving particles: A parallel optimal Multilevel Splitting method with application in quantiles estimation and meta-model based algorithms
Authors
Keywords
Rare event simulation, MCMC, Sequential Monte-Carlo, Subset Simulation, Multilevel Splitting, Extreme probabilities and quantiles
Journal
STRUCTURAL SAFETY
Volume 55, Issue -, Pages 10-25
Publisher
Elsevier BV
Online
2015-03-19
DOI
10.1016/j.strusafe.2015.02.002

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