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ŠMÍDOVÁ, M. VOŘECHOVSKÝ, M.
Original Title
Comparison of Sampling Schemes in Asymptotic Sampling
Type
miscellaneous
Language
English
Original Abstract
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.
Keywords
Asymptotic Sampling, Failure Probability, Monte Carlo (MC), Latin Hypercube Sampling (LHS), Periodic Audze-Eglājs (PAE)
Authors
ŠMÍDOVÁ, M.; VOŘECHOVSKÝ, M.
Released
15. 2. 2016
Location
Brazílie
Pages from
1
Pages to
7
Pages count
BibTex
@misc{BUT126089, author="Magdalena {Martinásková} and Miroslav {Vořechovský}", title="Comparison of Sampling Schemes in Asymptotic Sampling", year="2016", pages="1--7", address="Brazílie", doi="10.20906/CPS/USM-2016-0071", note="miscellaneous" }