Performance of Various Sampling Schemes in Asymptotic Sampling

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F16%3APU122626" target="_blank" >RIV/00216305:26110/16:PU122626 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-319-47886-9" target="_blank" >http://dx.doi.org/10.1007/978-3-319-47886-9</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-47886-9" target="_blank" >10.1007/978-3-319-47886-9</a>

Result language
angličtina
Original language name
Performance of Various Sampling Schemes in Asymptotic Sampling
Original language description
This article deals with the possibility to use Asymptotic Sampling (AS) for estimation of failure probability. The AS algorithm requires samples of multidimensional Gaussian random vector. There are many alternatives how to obtain such a sample and the selection of sampling strategy influences the performance of the AS method. Several reliability problems (testing functions) are selected to test AS with various sampling schemes. First, the functions are analyzed using AS in combination with (i) Monte Carlo designs, (ii) LHS designs optimized using Periodic Audze-Eglājs (PAE) criterion and, (iii) designs prepared using Sobol sequences. Afterwards, the same set of problems has been solved without the 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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Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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