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Subset simulation is a method used in reliability engineering to compute small (i.e., rare event) failure probabilities encountered in engineering systems. The basic idea is to express a small failure probability as a product of larger conditional probabilities by introducing intermediate failure events. This conceptually converts the original rare-event…
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simulation subset failure samples conditional small event probabilities probability intermediate monte carlo sampling used rare problem events information displaystyle estimate
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| Subset simulation | is a | method used in reliability engineering to compute small | 0.90 | text |
| importance sampling | instance of | it is often more efficient to use other variance reduction techniques | 0.80 | text |
| Subset simulation | related to Basic idea | Let | 0.60 | section |
| Subset simulation | related to Basic idea | Each | 0.60 | section |
| Subset simulation | related to Basic idea | Using | 0.60 | section |
| Subset simulation | related to Basic idea | Monte Carlo | 0.60 | section |
| Subset simulation | related to Basic idea | However | 0.60 | section |
| Subset simulation | related to Basic idea | As | 0.60 | section |
| Subset simulation | related to Basic idea | For | 0.60 | section |
| Subset simulation | related to Basic idea | Subset | 0.60 | section |
| Subset simulation | related to Basic idea | From | 0.60 | section |
| Subset simulation | related to Notes | See Au | 0.60 | section |
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