Efficient Computation of Rare Events: Failure Probability and Quantile

Nassim Razaaly 1, 2 Pietro Marco Congedo 1
1 DeFI - Shape reconstruction and identification
CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria Saclay - Ile de France
2 CARDAMOM - Certified Adaptive discRete moDels for robust simulAtions of CoMplex flOws with Moving fronts
IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest
Document type :
Conference papers
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https://hal.inria.fr/hal-01971890
Contributor : Nassim Razaaly <>
Submitted on : Monday, January 7, 2019 - 1:51:11 PM
Last modification on : Wednesday, October 2, 2019 - 2:19:32 PM

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  • HAL Id : hal-01971890, version 1

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Nassim Razaaly, Pietro Marco Congedo. Efficient Computation of Rare Events: Failure Probability and Quantile. MATHIAS-Seminar Total 2018, Oct 2018, Serris, France. ⟨hal-01971890⟩

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