COMPARISON OF QUASI- AND PSEUDO-MONTE CARLO SAMPLING FOR RELIABILITY AND UNCERTAINTY ANALYSIS
暂无分享,去创建一个
[1] Richard J. Beckman,et al. A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code , 2000, Technometrics.
[2] D. G. Robinson. A survey of probabilistic methods used in reliability, risk and uncertainty analysis: Analytical techniques 1 , 1998 .
[3] W. J. Whiten,et al. Computational investigations of low-discrepancy sequences , 1997, TOMS.
[4] R. Rackwitz,et al. A benchmark study on importance sampling techniques in structural reliability , 1993 .
[5] Harald Niederreiter,et al. Quasi-Monte Carlo Methods for Multidimensional Numerical Integration , 1988 .
[6] R. Iman,et al. A distribution-free approach to inducing rank correlation among input variables , 1982 .
[7] R. Rackwitz,et al. Non-Normal Dependent Vectors in Structural Safety , 1981 .
[8] H. Niederreiter. Quasi-Monte Carlo methods and pseudo-random numbers , 1978 .
[9] A. M. Hasofer,et al. Exact and Invariant Second-Moment Code Format , 1974 .
[10] Donald Ervin Knuth,et al. The Art of Computer Programming , 1968 .
[11] J. Halton. On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals , 1960 .
[12] J. Hammersley. MONTE CARLO METHODS FOR SOLVING MULTIVARIABLE PROBLEMS , 1960 .
[13] N. Metropolis,et al. The Monte Carlo method. , 1949, Journal of the American Statistical Association.