Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling

Marie Chiron, Christian Genest, Jérôme Morio, Sylvain Dubreuil. Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling. Rel. Eng. & Sys. Safety, 235:109238, July 2023. [doi]

@article{ChironGMD23,
  title = {Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling},
  author = {Marie Chiron and Christian Genest and Jérôme Morio and Sylvain Dubreuil},
  year = {2023},
  month = {July},
  doi = {10.1016/j.ress.2023.109238},
  url = {https://doi.org/10.1016/j.ress.2023.109238},
  researchr = {https://researchr.org/publication/ChironGMD23},
  cites = {0},
  citedby = {0},
  journal = {Rel. Eng. & Sys. Safety},
  volume = {235},
  pages = {109238},
}