Conditional reliability analysis in high dimensions based on controlled mixture importance sampling and information reuse
DOI10.1016/J.CMA.2021.113826zbMath1506.74398OpenAlexW3153927338MaRDI QIDQ2236979
Karen Willcox, Max Ehre, Daniel Straub, Iason Papaioannou
Publication date: 26 October 2021
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cma.2021.113826
importance samplinghigh dimensionsinformation reusereliability sensitivityconditional reliability analysis
Probabilistic models, generic numerical methods in probability and statistics (65C20) Finite element methods applied to problems in solid mechanics (74S05) Mixture effects in solid mechanics (74F20)
Cites Work
- Optimization of computer simulation models with rare events
- PLS-based adaptation for efficient PCE representation in high dimensions
- Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation
- Multilevel Estimation of Rare Events
- Safe and Effective Importance Sampling
- Queueing Networks and Markov Chains
- Remarks on a Multivariate Transformation
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