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ChapterRare-Event Simulation

James L. Beck2015

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Chaptergreen2015

Rare-Event Simulation

James L. Beck · Konstantin Mikhailovich Zuev

27 citations·0/0 files stored·Springer eBooks

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Probabilistic and Robust Engineering Design Reliability and Maintenance Optimization Simulation Techniques and Applications

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References

2001Estimation of small failure probabilities in high dimensions by subset simulation 1996Structural Reliability Methods 1990A fast and efficient response surface approach for structural reliability problems 2001Reliability analysis—a review and some perspectives 2013Metamodel-based importance sampling for structural reliability analysis 2004Introduction to Rare Event Simulation 2004A critical appraisal of reliability estimation procedures for high dimensions 2011Assessing small failure probabilities by combined subset simulation and Support Vector Machines

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2023REIN: Reliability Estimation via Importance sampling with Normalizing flows 2019Fuzzy-based optimised subset simulation for reliability analysis of engineering structures 2017A subset multicanonical Monte Carlo method for simulating rare failure events

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2014A generalized Subset Simulation approach for estimating small failure probabilities of multiple stochastic responsesarticle · 12 shared references 2017Subset simulation for non-Gaussian dependent random variables given incomplete probability informationarticle · 12 shared references 2015Multilevel Estimation of Rare Eventsarticle · 11 shared references 2023Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive reviewarticle · 10 shared references 2017An Adaptive Metamodel-Based Subset Importance Sampling approach for the assessment of the functional failure probability of a thermal-hydraulic passive systemarticle · 10 shared references 2019An efficient surrogate-aided importance sampling framework for reliability analysisarticle · 10 shared references

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Year2015

Typechapter

Published2015-01-01

VenueSpringer eBooks

Languageen

Citations27

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1007/978-3-319-11259-6_24-1

openalex_workW1880865263

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