Unified uncertainty analysis by the mean value first order saddlepoint approximation

DOI10.1007/s00158-012-0794-4zbMath1274.90127OpenAlexW2029436805MaRDI QIDQ381898

Ning-Cong Xiao, Zhonglai Wang, Hong-Zhong Huang, Xiao-Ling Zhang, Yu Liu

Publication date: 15 November 2013

Published in: Structural and Multidisciplinary Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00158-012-0794-4

zbMATH Keywords

reliabilitysaddlepoint approximationuncertainty analysismean valueepistemic uncertaintyaleatory uncertainty

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Estimation and detection in stochastic control theory (93E10)

Related Items (10)

Bayesian reliability estimation for deteriorating systems with limited samples using the maximum entropy approach ⋮ A novel extended crossing rate method for time-dependent hybrid reliability analysis under random and interval inputs ⋮ Adaptive kriging-based efficient reliability method for structural systems with multiple failure modes and mixed variables ⋮ The random deterioration rate model with measurement error based on the inverse Gaussian distribution ⋮ A novel projection outline based active learning method and its combination with Kriging metamodel for hybrid reliability analysis with random and interval variables ⋮ Unified uncertainty analysis under probabilistic, evidence, fuzzy and interval uncertainties ⋮ Adaptive Kriging coupled with importance sampling strategies for time-variant hybrid reliability analysis ⋮ On sequence planning for selective maintenance of multi-state systems under stochastic maintenance durations ⋮ Random and multi-super-ellipsoidal variables hybrid reliability analysis based on a novel active learning kriging model ⋮ Exploration of anisotropic design space by using unified Taylor-cokriging method

Cites Work

• Reliability sensitivity analysis for structural systems in interval probability form
• An improved saddlepoint approximation
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics
• Unnamed Item

This page was built for publication: Unified uncertainty analysis by the mean value first order saddlepoint approximation