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Statistical Design with Importance Sampling Reuse

  • US 20120046929A1
  • Filed: 08/20/2010
  • Published: 02/23/2012
  • Est. Priority Date: 08/20/2010
  • Status: Abandoned Application
First Claim
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1. A method, in a data processing system, for determining failure rate of a device using importance sampling reuse, the method comprising:

  • performing, by the data processing system, a uniform sampling over a random sample space for a metric for the device with respect to an origin to form a set of samples, wherein the set of samples comprises one or more failing samples;

    determining, by the data processing system, a center of gravity of the one or more failing samples with respect to the origin;

    determining, by the data processing system, importance samples based on the center of gravity of the one or more failing samples;

    selecting a new origin;

    recomputing, by the data processing system, new importance sampling weight ratios for the new origin; and

    determining, by the data processing system, a failure rate for the device based on the new importance sampling weight ratios for the new origin.

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