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- Q17083808 subject Q8647241.
- Q17083808 abstract "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 problem into a series of frequent event problems that are easier to solve. In the actual implementation, samples conditional on intermediate failure events are adaptively generated to gradually populate from the frequent to rare event region. These 'conditional samples' provide information for estimating the complementary cumulative distribution function (CCDF) of the quantity of interest (that governs failure), covering the high as well as the low probability regions. They can also be used for investigating the cause and consequence of failure events. The generation of conditional samples is not trivial but can be performed efficiently using Markov Chain Monte Carlo (MCMC).Subset Simulation takes the relationship between the (input) random variables and the (output) response quantity of interest as a 'black-box'. This can be attractive for complex systems where it is difficult to use other variance reduction or rare event sampling techniques that require prior information about the system behavior. For problems where it is possible to incorporate prior information into the reliability algorithm, it is often more efficient to use other variance reduction techniques such as importance sampling.".
- Q17083808 wikiPageWikiLink Q1191869.
- Q17083808 wikiPageWikiLink Q1430460.
- Q17083808 wikiPageWikiLink Q1539564.
- Q17083808 wikiPageWikiLink Q2193887.
- Q17083808 wikiPageWikiLink Q232207.
- Q17083808 wikiPageWikiLink Q29256.
- Q17083808 wikiPageWikiLink Q327069.
- Q17083808 wikiPageWikiLink Q3454689.
- Q17083808 wikiPageWikiLink Q378542.
- Q17083808 wikiPageWikiLink Q386228.
- Q17083808 wikiPageWikiLink Q45240.
- Q17083808 wikiPageWikiLink Q623738.
- Q17083808 wikiPageWikiLink Q7294516.
- Q17083808 wikiPageWikiLink Q8647241.
- Q17083808 comment "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 problem into a series of frequent event problems that are easier to solve.".
- Q17083808 label "Subset simulation".