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Author:

Nikbakht, Hamed

Title:

HAMILTONIAN MARKOV CHAIN MONTE CARLO SCHEMES FOR RARE EVENT ESTIMATION

Graduate Program:

Civil Engineering

Keywords:

Hamiltonian MCMC
Quasi-Newton
Rare Event Probability
Reliability Estimation
High-dimensional Spaces
Inverse Importance Sampling

File:

Download HN-Dissertation.pdf

Committee Members:

Konstantinos Papakonstantinou, Dissertation Advisor/Co-Advisor
Konstantinos Papakonstantinou, Committee Chair/Co-Chair
Gordon Patrick Warn, Committee Member
Xiantao Li, Committee Member
Xingyuan Fang, Outside Member
Patrick Joseph Fox, Program Head/Chair