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Implement Radial Based Importance Sampling #47

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Tracked by #44
FriesischScott opened this issue Oct 11, 2021 · 1 comment
Open
Tracked by #44

Implement Radial Based Importance Sampling #47

FriesischScott opened this issue Oct 11, 2021 · 1 comment
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feature New feature or feature request
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Feature parity wi...

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@FriesischScott
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FriesischScott commented Oct 11, 2021 •
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Importance sampling where a hyper sphere with radius $\beta$ is excluded. Here $\beta$ is the reliabiliy index, i.e., the distance to the design point in standard normal space.
@FriesischScott FriesischScott added the feature New feature or feature request label Oct 11, 2021
@FriesischScott FriesischScott mentioned this issue Oct 11, 2021
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@FriesischScott
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I think this might be the algorithm.

Adaptive: https://doi.org/10.1016/j.strusafe.2007.10.002
Original: https://doi.org/10.1016/0167-4730(86)90012-3

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feature New feature or feature request
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UncertaintyQuantification.jl Backlog
Status: Todo
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Feature parity with OpenCossan
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