Refined Stratified Sampling

Version 1.0.0.0 (3.49 KB) by Michael Shields
Refine Stratified Sampling (RSS) for sequential Monte Carlo sampling
5.0
(1)
288 Downloads
Updated 7 Jul 2015

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The RSS code facilitates a truly sequential Monte Carlo sampling approach to enable adaptive uncertainty analysis while still achieving a significant variance reduction. The method is described in detail in:
Shields, M.D., Teferra, K., Hapij, A., and Daddazio, R.P. "Refined stratified sampling for efficient Monte Carlo based uncertainty quantification." Reliability Engineering and System Safety. 142: 310-325.

Cite As

Michael Shields (2024). Refined Stratified Sampling (https://www.mathworks.com/matlabcentral/fileexchange/52016-refined-stratified-sampling), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
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Version Published Release Notes
1.0.0.0