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Implement Radial Based Importance Sampling

Open FriesischScott opened this issue 2 years ago • 1 comments

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 avatar Oct 11 '21 13:10 FriesischScott

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

FriesischScott avatar Jan 29 '24 15:01 FriesischScott