FriesischScott
commented
9 months ago I think this might be the algorithm.
Adaptive: https://doi.org/10.1016/j.strusafe.2007.10.002 Original: https://doi.org/10.1016/0167-4730(86)90012-3
Open FriesischScott opened 3 years ago
FriesischScott
commented
9 months ago I think this might be the algorithm.
Adaptive: https://doi.org/10.1016/j.strusafe.2007.10.002 Original: https://doi.org/10.1016/0167-4730(86)90012-3
Importance sampling where a hyper sphere with radius $\beta$ is excluded. Here $\beta$ is the reliabiliy index, i.e., the distance to the design point in standard normal space.