Multicanonical sequential Monte Carlo sampler for uncertainty quantification
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DOI: 10.1016/j.ress.2023.109316
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- Guan, Xuefei, 2024. "Sparse moment quadrature for uncertainty modeling and quantification," Reliability Engineering and System Safety, Elsevier, vol. 241(C).
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Keywords
Multicanonical Monte Carlo; Sequential Monte Carlo sampler; Rare event simulation; Uncertainty quantification;All these keywords.
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