Kernel method in Monte Carlo importance sampling

A new approach to evaluate the reliability of structural systems using a Monte Carlo variance reduction technique called the Importance Sampling is presented. Since the efficiency of the importance sampling method depends primarily on the choice of the importance sampling density, the use of the kernel method to estimate the optimal importance sampling density is proposed.

Name thesis:degree_name

Ph.D.

Level thesis:degree_level

Dissertation

Discipline thesis:degree_discipline

Civil Engineering

Grantor

University of Illinois at Urbana-Champaign

Year dc:date

2011

Author dc:creator

• Ang, George Lee

Contributors dc:contributor

• Tang, Wilson H.

• Statistics
• Engineering, Civil

Statement dc:rights

• Copyright 1991 Ang, George Lee

Language dc:language

eng

Identifier

AAI9124377
(UMI)AAI9124377

OAI identifier oai:identifier

oai:www.ideals.illinois.edu:2142/21324