Efficient high-sigma yield analysis for high dimensional problems

High-sigma analysis is important for estimating the probability of rare events. Traditional high-sigma analysis can only work for small-size (low-dimension) problems limiting to 10 ~ 20 random variables, mostly due to the difficulty of finding optimal boundary points. In this paper we propose an efficient method to deal with high-dimension problems. The proposed method is based on performing optimization in a series of low dimension parameter spaces. The final solution can be regarded as a greedy version of the global optimization. Experiments show that the proposed method can efficiently work with problems with > 100 independent variables.