Exploiting monotonicity and symmetry for efficient simulation of highly dependable systems

Evaluation of highly dependable systems requires estimating the probability of a significant rare event under which the system fails to meet the requirement. To improve the estimation accuracy, advanced Monte Carlo simulation techniques such as importance sampling (IS) are commonly used. However, IS...

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Bibliographic Details

Published in:	2022 52nd Annual IEEE/IFIP International Conference on Dependable Systems and Networks (DSN) pp. 307 - 318
Main Authors:	Nguyen, Hoang Hai, Palani, Kartik, Nicol, David M.
Format:	Conference Proceeding
Language:	English
Published:	IEEE 01-06-2022
Subjects:	Estimation importance sampling Minimization Model-based evaluation monotonicity Monte Carlo methods rare event simulation Reliability Risk management Scalability Stochastic processes symmetry
Online Access:	Get full text
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