UncertaintyQuantification.jl
UncertaintyQuantification.jl copied to clipboard
Subset in high dimension to reduce alpha rejection
See paper by Zuev: https://doi.org/10.1016/j.probengmech.2010.11.008.
Results show a promising reduction in variance compared to standard Subset (MMH). it would be interesting to see how it compares to the CS and aCS variants.