Dagger-sampling variance reduction in Monte Carlo reliability analysis

Enrico Zio, Antonio Cammi, Andrea Cioncolini

    Research output: Contribution to journalArticlepeer-review


    In this paper a variance-reducing technique for Monte Carlo reliability analysis, named Dagger Sampling, is extended to deal with components which may fail in more than one mode. Particular attention is given to the numerical implementation of the procedure, with respect to both memory requirements and computational burden, which is found to play a crucial role for the overall efficiency of the method. An application is provided in the context of the reliability assessment of a nuclear safety system.
    Original languageEnglish
    Pages (from-to)641-652
    Number of pages11
    JournalMonte Carlo Methods and Applications
    Publication statusPublished - Dec 2004


    Dive into the research topics of 'Dagger-sampling variance reduction in Monte Carlo reliability analysis'. Together they form a unique fingerprint.

    Cite this