Identification of input random field samples causing extreme responses

DOI10.1016/j.apm.2020.02.004zbMath1481.62071OpenAlexW3007219464MaRDI QIDQ2174750

Mircea D. Grigoriu, Wayne Isaac Tan Uy

Publication date: 27 April 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2020.02.004

zbMATH Keywords

support vector machinesuncertainty quantificationsurrogate modelsextreme eventsrare event sampling

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistics of extreme values; tail inference (62G32) Reliability and life testing (62N05)

Uses Software

• Scikit
• AK-MCS

Cites Work

• Parametric models for samples of random functions
• Evaluation of failure probability via surrogate models
• Response Statistics for Random Heterogeneous Microstructures
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• UTILIZING ADJOINT-BASED ERROR ESTIMATES FOR SURROGATE MODELS TO ACCURATELY PREDICT PROBABILITIES OF EVENTS
• Unnamed Item
• Unnamed Item
• Unnamed Item