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dc.contributor.authorICASP14
dc.date.accessioned2023-08-03T11:02:08Z
dc.date.available2023-08-03T11:02:08Z
dc.date.issued2023
dc.identifier.citationElias FEKHARI, Vincent CHABRIDON, Bertrand IOOSS, Joseph MURE, Bernstein adaptive nonparametric conditional sampling: a new method for rare event probability estimation, 14th International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP14), Dublin, Ireland, 2023.
dc.identifier.urihttp://hdl.handle.net/2262/103245
dc.descriptionPUBLISHED
dc.description.abstractReliability analysis often requires estimating small failure probabilities, associated with rare events. To overcome their intractable crude Monte Carlo estimation, various techniques have been proposed. Among others, ``subset sampling'' divides the rare event into a set of nested conditional events, individually easier to assess. At each iteration, subset sampling generates conditional samples by Markov chain Monte Carlo, mechanically making the samples dependent. The present work introduces a new rare event estimation method, adopting the same structure as subset sampling while using a different approach to generate intermediary conditional samples. This method intends to fit the complex intermediary conditional distributions with a nonparametric modeling tool called ``Empirical Bernstein Copula''. Then, the explicit models fitted allow direct Monte Carlo sampling. Unlike Markov chain Monte Carlo sampling, this approach allows i.i.d sampling on intermediary conditional distributions. This property is important to fully exploit recent development related to reliability-oriented sensitivity analysis.
dc.language.isoen
dc.relation.ispartofseries14th International Conference on Applications of Statistics and Probability in Civil Engineering(ICASP14)
dc.rightsY
dc.titleBernstein adaptive nonparametric conditional sampling: a new method for rare event probability estimation
dc.title.alternative14th International Conference on Applications of Statistics and Probability in Civil Engineering(ICASP14)
dc.typeConference Paper
dc.type.supercollectionscholarly_publications
dc.type.supercollectionrefereed_publications
dc.rights.ecaccessrightsopenAccess


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    14th International Conference on Application of Statistics and Probability in Civil Engineering

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