Comparison of Sampling Schemes in Asymptotic Sampling
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F16%3APU119364" target="_blank" >RIV/00216305:26110/16:PU119364 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Comparison of Sampling Schemes in Asymptotic Sampling
Original language description
This article deals with the possibility to use Asymptotic Sampling (AS) for estimation of the failure probability. The AS algorithm requires samples of multidimensional Gaussian random vector. There are many alternatives how to obtain such a sample and selection of the sampling strategy influences the performance of AS method. Three reliability problems (testing functions) are selected to test AS. First, the functions are analyzed using AS in combination with Monte Carlo designs and LHS designs optimized using Periodic Audze-Eglājs (PAE) Criterion. Afterwards, the same set of problems has been solved without AS procedure by direct estimation of failure probability. All the results are also compared with the exact value of the failure probability.
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
JM - Structural engineering
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů