IMPROVING IMPORTANCE SAMPLING METHOD IN STRUCTURAL RELIABILITY

Authors
JIN WL LUZ E
Citation
Wl. Jin et E. Luz, IMPROVING IMPORTANCE SAMPLING METHOD IN STRUCTURAL RELIABILITY, Nuclear Engineering and Design, 147(3), 1994, pp. 393-401
Citations number
9
Categorie Soggetti
Nuclear Sciences & Tecnology
Journal title
Nuclear Engineering and Design → ACNP
ISSN journal
00295493
Volume
147
Issue
3
Year of publication
1994
Pages
393 - 401
Database
ISI
SICI code
0029-5493(1994)147:3<393:IISMIS>2.0.ZU;2-K
Abstract
Based on comparing with some existing variance reduced techniques for sampling, an improving importance sampling method for failure probabil ity calculation, which combines the importance sampling technique with the conditional expectation variance reduced technique, is shown in t his paper. This improving method can ensure the validation of every sa mpling simulation procedure, avoid the complicated optimization proced ure, and improve the precision and efficiency of simulation estimation .