Combinatorics of reliability Monte Carlo
Random Structures & Algorithms
The Combinatorics of Network Reliability
The Combinatorics of Network Reliability
A Markovian Dependability Model with Cascading Failures
IEEE Transactions on Computers
COBAREA: The COpula-BAsed REliability and Availability Modeling Environment
QEST '09 Proceedings of the 2009 Sixth International Conference on the Quantitative Evaluation of Systems
Models of Network Reliability: Analysis, Combinatorics, and Monte Carlo
Models of Network Reliability: Analysis, Combinatorics, and Monte Carlo
General Hit-and-Run Monte Carlo sampling for evaluating multidimensional integrals
Operations Research Letters
Graph reductions to speed up importance sampling-based static reliability estimation
Proceedings of the Winter Simulation Conference
Proceedings of the Winter Simulation Conference
Static Network Reliability Estimation via Generalized Splitting
INFORMS Journal on Computing
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Static network reliability models typically assume that the failures of their components are independent. This assumption allows for the design of efficient Monte Carlo algorithms that can estimate the network reliability in settings where it is a rare-event probability. Despite this computational benefit, independent component failures is frequently not a realistic modeling assumption for real-life networks. In this article we show how the splitting methods for rare-event simulation can be used to estimate the reliability of a network model that incorporates a realistic dependence structure via the Marshal-Olkin copula.