Open mbaudin47 opened 3 years ago
Hello,
It could be also nice to provide the user with an indicator to analyze the simulation budget taken by the different algorithms to compute a failure probability with a given CV.
Indeed, another valuable attribute to compare two simulation algorithms is to analyze their capacity to reduce the budget needed by Crude Monte Carlo to estimate the failure probability for the same CV.
It is mentioned at page 88 (Eq. 5.14) of V. Chabridon's PhD thesis or at page 37 of [Morio & Balesdent - Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems : A Practical Approach, Elsevier, 2016]
PS: Loïc's account is : https://github.com/l-brevault
The difficulty is that not all algorithms can provide this output.
This can be provided by two different implementations.
@m-balesdent : do you have any comment on this enhancement proposal? (is https://github.com/brevault Loïc's account ?)