Extension of AK-MCS for the efficient computation of very small failure probabilities

Nassim Razaaly 1 Pietro Congedo 1
1 DeFI - Shape reconstruction and identification
CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria Saclay - Ile de France
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https://hal.inria.fr/hal-02265311
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Submitted on : Monday, August 12, 2019 - 11:34:17 AM
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Nassim Razaaly, Pietro Congedo. Extension of AK-MCS for the efficient computation of very small failure probabilities. [Research Report] RR-9286, INRIA Saclay - Equipe DeFI. 2019. ⟨hal-02265311⟩

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