Variance reduction Monte Carlo methods

The following variance reduction methods are available:

• Adaptive Importance Sampling (AIS)

  AIS proposes and accepts the next input parameters using a Markov Chain Monte Carlo scheme to sample sufficiently in the failure region given a model. The theory behind AIS has been briefly covered here. Its application to a 1D TRISO model failure assessment is discussed here.

• Parallel Subset Simulation (PSS)

  PSS expresses small failure probabilities as a product of larger failure probabilities which are easier to estimate. The theory behind PSS has been briefly covered here. Its application to a 1D TRISO model failure assessment is discussed here.