subset-simulation

There are 3 repositories under subset-simulation topic.

cehrett/Subset_simulation_with_multivariate_draw
Subset simulation is a method of estimating low probability events. Here I adapt SS to perform well with correlated inputs.
Language:MATLAB11 1 02
spencersharp2010/Statistical-Estimators-and-Subset-Simulation
Monte Carlo, Markov Chain Monte Carlo, and Subset Simulation estimators
Language:MATLAB8 1 01
InfProbSciX/PeRLib
Personal R Library
Language:R1 0