A New Adaptive Rejection Sampling Method Using Kernel Density Approximations and Its Application to Subset Simulation
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DOI: 10.1061/ajrua6.0000841
Abstract: AbstractIn stochastic analysis of engineering systems, the task of generating samples according to a target probability distribution involving some performance function of the system response often arises. This paper introduces an adaptive method for rejection… read more here.
Keywords: adaptive rejection; rejection sampling; method; density ... See more keywords