ABSTRACT
In the SS method, the failure probability is expressed as a product of conditional failure probabilities of some chosen intermediate events, whose evaluation is obtained by simulation of more frequent events. The evaluation of small failure probabilities in the original probability space is thus tackled by a sequence of simulations of more frequent events in the conditional probability spaces. The necessary conditional samples are generated through successive Markov Chain Monte Carlo (MCMC) simulations (Metropolis et al., 1953), gradually populating the intermediate conditional regions until the final target failure region is reached.
