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Bayesian Subset Simulation: a kriging-based subset simulation algorithm for the estimation of small probabilities of failure
Computer experiments Sequential design Subset Simulation Probability of failure
2012/9/19
The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. Eng. Mech., 2001) has...
Modeling threshold exceedance probabilities of spatially correlated time series
threshold exceedance probability PM10 smoothing spatial interpolation spatial time series visualization
2009/9/16
The Commission of the European Union, as well the United States Environmental Protection Agency, have set limit values for some pollutants in the ambient air that have been shown to have adverse effec...