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Bayesian Inference with Adaptive Subset Simulation by Jimmy Phoenix is a document available to read on EtoBox.

What is Bayesian Inference with Adaptive Subset Simulation about?

This document summarizes the Bayesian Updating with Structural reliability methods (BUS) approach for performing Bayesian inference. BUS reframes the Bayesian updating problem as a rare event estimation problem that can be solved using structural reliability methods like Subset Simulation (SuS). The original BUS approach requires selecting a constant c, but c chosen too small reduces efficiency. The paper proposes an adaptive BUS (aBUS) algorithm that does not require c as input by learning its value during

Author
Jimmy Phoenix
Language
EN

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