SIAM Journal on Applied Mathematics, Vol. 36, No. 1 (Feb., 1979), pp. 115-122 (8 pages) Conditional Monte Carlo has been recognized as a potentially useful method in various Monte Carlo applications.
ABSTRACT Importance Sampling is a popular method for reliability assessment. Although it is significantly more efficient than standard Monte Carlo simulation if a suitable sampling distribution is ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback