Matteo Broggi

The methods of adaptive kriging monte carlo (AK-MCS) and adaptive kriging with multiple importance sampling (AK-AMIS) should be implemented AK-MCS: https://www.sciencedirect.com/science/article/pii/S0167473011000038?via%3Dihub AK-IS: https://www.sciencedirect.com/science/article/pii/S0951832012002086?via%3Dihub AK-AMIS: https://link.springer.com/article/10.1007/s00158-023-03598-6 For AK-AMIS, matlab code can...

Connector, Injector, Extractor will be updated. The input parsing will be updated for all the classes and the execution updated to behave completely as a Worker.

Limit maximum number of steps in Subset Simulation

1

Because of numerical issues with floating point precision, it does not make sense to have estimated probabilities of failure smaller than eps(1). Since the probability of failure of each level...

Interval on mean and standard deviation for distributions that are not normal

2

We should have a way to define an interval on the mean and standard deviation for distributions that are not normal. Then we should use the distribution_parameters function to compute...