Reciprocal first-order second-moment method
Methodology
2021-05-27 v1
Abstract
This paper shows a simple parameter substitution, which makes use of the reciprocal relation of typical objective functions with typical random parameters. Thereby, the accuracy of first-order probabilistic analysis improves significantly at almost no additional computational cost. The parameter substitution requires a transformation of the stochastic distribution of the substituted parameter, which is explained for different cases.
Cite
@article{arxiv.2105.12230,
title = {Reciprocal first-order second-moment method},
author = {Benedikt Kriegesmann and Julian K. Lüdeker},
journal= {arXiv preprint arXiv:2105.12230},
year = {2021}
}