cehrett / Subset_simulation_with_multivariate_draw Star 8 Code Issues Pull requests Subset simulation is a method of estimating low probability events. Here I adapt SS to perform well with correlated inputs. matlab estimation mcmc resilience failure-detection risk-management probability-statistics subset-simulation Updated Jan 9, 2019 MATLAB
spencersharp2010 / Statistical-Estimators-and-Subset-Simulation Star 6 Code Issues Pull requests Monte Carlo, Markov Chain Monte Carlo, and Subset Simulation estimators statistical-methods montecarlo-simulation markovchain subset-simulation Updated Aug 20, 2020 MATLAB
InfProbSciX / PeRLib Star 0 Code Issues Pull requests Personal R Library r histogram qqplot subset-simulation Updated Jul 4, 2018 R