A nonparametric importance sampling estimator for moment independent importance measures

Pierre Derennes,Jérôme Morio,Florian Simatos

Reliability Engineering & System Safety（2019）

引用 21|浏览17

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摘要

•Improvement of the single-loop estimation of the moment independent importance measures.•Proposed procedure based on Importance Sampling.•Applications on some numerical test cases.

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关键词

Monte Carlo simulation,Importance sampling,Density-based sensitivity analysis,Importance measures

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