TSS stratifies the input distribution into nested tail sets with geometrically decreasing probabilities, yielding failure-probability estimates with exponentially decaying bias and variance that does not grow as the failure probability shrinks.
Accelerated subset simulation with neural networks for reliability analysis.Computer Methods in Applied Mechanics and Engineering, 223:70–80, 2012
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The tail wags the distribution: Only sample the tails for efficient reliability analysis
TSS stratifies the input distribution into nested tail sets with geometrically decreasing probabilities, yielding failure-probability estimates with exponentially decaying bias and variance that does not grow as the failure probability shrinks.