Engineering Risk Assessment with Subset Simulation
It is possible thatthe next sample X k + 1 is equal to the current sample Xk when the candidate Xa² is rejected. ... The proposal PDF p* governs the distribution of the candidate and affects the transition of the Markov chain from one state toanbsp;...
| Title | : | Engineering Risk Assessment with Subset Simulation |
| Author | : | Siu-Kui Au, Yu Wang |
| Publisher | : | John Wiley & Sons - 2014-04-10 |
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