/SDIS

Rare event estimation with Sequential Directional Importance Sampling (SDIS)

Primary LanguageMATLAB

SDIS

Matlab code of paper: Kai Cheng, Iason Papaioannou, Zhenzhou Lu, Xiaobo Zhang, Yanping Wang, Rare event estimation with sequential directional importance sampling, Structural Safety, Volume 100, 2023, 102291, ISSN 0167-4730,