Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation

Pierre L'Ecuyer; Gerardo Rubino; Samira Saggadi; Bruno Tuffin

doi:10.1109/tr.2011.2135670

Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation

IEEE Transactions on Reliability ◽

10.1109/tr.2011.2135670 ◽

2011 ◽

Vol 60 (3) ◽

pp. 590-604 ◽

Cited By ~ 28

Author(s):

Pierre L'Ecuyer ◽

Gerardo Rubino ◽

Samira Saggadi ◽

Bruno Tuffin

Keyword(s):

Importance Sampling ◽

Network Reliability ◽

Reliability Estimation ◽

Approximate Zero

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Approximate Zero-Variance Importance Sampling for static network reliability estimation with node failures and application to rail systems

2016 Winter Simulation Conference (WSC) ◽

10.1109/wsc.2016.7822352 ◽

2016 ◽

Cited By ~ 1

Author(s):

Ajit Rai ◽

Rene C. Valenzuela ◽

Bruno Tuffin ◽

Gerardo Rubino ◽

Pierre Dersin

Keyword(s):

Importance Sampling ◽

Network Reliability ◽

Reliability Estimation ◽

Rail Systems ◽

Approximate Zero ◽

Node Failures

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Combination of conditional Monte Carlo and approximate zero-variance importance sampling for network reliability estimation

Proceedings of the 2010 Winter Simulation Conference ◽

10.1109/wsc.2010.5679066 ◽

2010 ◽

Cited By ~ 10

Author(s):

Hector Cancela ◽

Pierre L'Ecuyer ◽

Gerardo Rubino ◽

Bruno Tuffin

Keyword(s):

Monte Carlo ◽

Importance Sampling ◽

Network Reliability ◽

Reliability Estimation ◽

Approximate Zero ◽

Conditional Monte Carlo

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Network reliability estimation using the tree cut and merge algorithm with importance sampling

Fourth International Workshop on Design of Reliable Communication Networks, 2003. (DRCN 2003). Proceedings. ◽

10.1109/drcn.2003.1275364 ◽

2004 ◽

Cited By ~ 5

Author(s):

K.-P. Hui ◽

N.G. Bean ◽

M. Kraetz ◽

D. Kroese

Keyword(s):

Importance Sampling ◽

Network Reliability ◽

Reliability Estimation

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Static Network Reliability Estimation under the Marshall-Olkin Copula

ACM Transactions on Modeling and Computer Simulation ◽

10.1145/2775106 ◽

2016 ◽

Vol 26 (2) ◽

pp. 1-28 ◽

Cited By ~ 6

Author(s):

Zdravko I. Botev ◽

Pierre L'Ecuyer ◽

Richard Simard ◽

Bruno Tuffin

Keyword(s):

Network Reliability ◽

Reliability Estimation

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Reliability Estimation in Stochastic Linear Dynamics Applying Directional Importance Sampling

Proceedings of the 29th European Safety and Reliability Conference (ESREL) ◽

10.3850/978-981-11-2724-3_0148-cd ◽

2019 ◽

Author(s):

M.A. Valdebenito ◽

M.A. Misraji ◽

C.F. Mayorga ◽

H.A. Jensen

Keyword(s):

Importance Sampling ◽

Reliability Estimation ◽

Linear Dynamics

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Highly reliable stochastic flow network reliability estimation

2016 XLII Latin American Computing Conference (CLEI) ◽

10.1109/clei.2016.7833343 ◽

2016 ◽

Cited By ~ 2

Author(s):

Hector Cancela ◽

Leslie Murray ◽

Gerardo Rubino

Keyword(s):

Network Reliability ◽

Reliability Estimation ◽

Stochastic Flow ◽

Flow Network

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Static Network Reliability Estimation via Generalized Splitting

INFORMS Journal on Computing ◽

10.1287/ijoc.1110.0493 ◽

2013 ◽

Vol 25 (1) ◽

pp. 56-71 ◽

Cited By ~ 31

Author(s):

Zdravko I. Botev ◽

Pierre L'Ecuyer ◽

Gerardo Rubino ◽

Richard Simard ◽

Bruno Tuffin

Keyword(s):

Network Reliability ◽

Reliability Estimation

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Structural reliability estimation based on quasi ideal importance sampling simulation

STRUCTURAL ENGINEERING AND MECHANICS ◽

10.12989/sem.2009.32.1.055 ◽

2009 ◽

Vol 32 (1) ◽

pp. 55-69 ◽

Cited By ~ 6

Author(s):

Masaaki Yonezawa ◽

Shoya Okuda ◽

Hiroaki Kobayashi

Keyword(s):

Importance Sampling ◽

Structural Reliability ◽

Reliability Estimation

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515 Structural Reliability Estimation Based on Optimal Importance Sampling Simulation : Estimation of Failure Probability Based on Conditional Expectation

The Proceedings of Conference of Kansai Branch ◽

10.1299/jsmekansai.2007.82._5-19_ ◽

2007 ◽

Vol 2007.82 (0) ◽

pp. _5-19_

Author(s):

Shoya Okuda ◽

Masaaki Yonezawa

Keyword(s):

Importance Sampling ◽

Failure Probability ◽

Conditional Expectation ◽

Structural Reliability ◽

Reliability Estimation ◽

Simulation Estimation

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305 Structural Reliability Estimation Based on Directional Importance Sampling Simulation : Excluding the fl-sphere from the Radial Variable Sampling

The Proceedings of Conference of Kansai Branch ◽

10.1299/jsmekansai.2015.90.70 ◽

2015 ◽

Vol 2015.90 (0) ◽

pp. 70-73

Author(s):

Shoya OKUDA ◽

Masaaki YONEZAWA

Keyword(s):

Importance Sampling ◽

Structural Reliability ◽

Reliability Estimation ◽

Variable Sampling ◽

Radial Variable

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