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Rare-Event Simulation
16 references·3 citing·38 second hop
Rare-Event Simulation (2015)Rare-Event SimulationEngineering Risk Assessment with Subset Simulation (2014)Engineering Risk Assessment w…Metamodel-based importance sampling for structural reliability analysis (2013)Metamodel-based importance sa…Accelerated subset simulation with neural networks for reliability analysis (2012)Accelerated subset simulation…Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions (2011)Bayesian post-processor and o…Assessing small failure probabilities by combined subset simulation and Support Vector Machines (2011)Assessing small failure proba…Benchmark study on reliability estimation in higher dimensions of structural systems – An overview (2006)Benchmark study on reliabilit…Application of subset simulation methods to reliability benchmark problems (2006)Application of subset simulat…Introduction to Rare Event Simulation (2004)Introduction to Rare Event Si…A critical appraisal of reliability estimation procedures for high dimensions (2004)A critical appraisal of relia…Important sampling in high dimensions (2002)Important sampling in high di…Reliability analysis—a review and some perspectives (2001)Reliability analysis—a review…First excursion probabilities for linear systems by very efficient importance sampling (2001)First excursion probabilities…Estimation of small failure probabilities in high dimensions by subset simulation (2001)Estimation of small failure p…Structural Reliability Methods (1996)Structural Reliability MethodsA fast and efficient response surface approach for structural reliability problems (1990)A fast and efficient response…Methods of Reducing Sample Size in Monte Carlo Computations (1953)Methods of Reducing Sample Si…REIN: Reliability Estimation via Importance sampling with Normalizing flows (2023)REIN: Reliability Estimation …Fuzzy-based optimised subset simulation for reliability analysis of engineering structures (2019)Fuzzy-based optimised subset …A subset multicanonical Monte Carlo method for simulating rare failure events (2017)A subset multicanonical Monte…Exact and Invariant Second-Moment Code Format (1974)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)The Logic of Scientific Discovery (2013)Structural Reliability Analysis and Prediction (2017)On Latin hypercube sampling for structural reliability analysis (2002)A survey on approaches for reliability-based optimization (2010)MCMC algorithms for Subset Simulation (2015)Simulation and the Monte Carlo Method (1981)The stochastic finite element method: Past, present and future (2008)A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models (2012)The generalization of Latin hypercube sampling (2015)Simulation and the Monte Carlo Method (2016)A new look at the response surface approach for reliability analysis (1993)Response Surface Methodology (1996)Moment methods for structural reliability (2001)Application of kriging method to structural reliability problems (2004)Optimization algorithms for structural reliability (1991)Reliability-based design sensitivity by efficient simulation (2005)Sequential importance sampling for structural reliability analysis (2016)A review and assessment of importance sampling methods for reliability analysis (2022)Probability Concepts in Engineering Planning and Design (1975)Structural reliability under combined random load sequences (1978)Global sensitivity analysis using polynomial chaos expansions (2007)Aleatory or epistemic? Does it matter? (2008)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)Design and Analysis of Computer Experiments (1989)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)POLYNOMIAL-CHAOS-BASED KRIGING (2015)Proceedings of the 2002 Winter Simulation Conference (2002)Rare Event Simulation using Monte Carlo Methods (2009)The future of risk assessment (2018)Quick simulation: a review of importance sampling techniques in communications systems (1997)Preventing undesirable behavior of intelligent machines (2019)Fairness without Demographics through Adversarially Reweighted Learning (2020)Assessing small failure probabilities by AK–SS: An active learning method combining Kriging and Subset Simulation (2016)LIF: A new Kriging based learning function and its application to structural reliability analysis (2016)Machine learning-based methods in structural reliability analysis: A review (2021)
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References

  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
  • 1996Structural Reliability Methods2,192 cited
  • 1990A fast and efficient response surface approach for structural reliability problems1,198 cited
  • 2001Reliability analysis—a review and some perspectives775 cited
  • 2013Metamodel-based importance sampling for structural reliability analysis535 cited
  • 2004Introduction to Rare Event Simulation517 cited
  • 2004A critical appraisal of reliability estimation procedures for high dimensions476 cited
  • 2011Assessing small failure probabilities by combined subset simulation and Support Vector Machines419 cited
  • 2002Important sampling in high dimensions375 cited
  • 1953Methods of Reducing Sample Size in Monte Carlo Computations319 cited
  • 2014Engineering Risk Assessment with Subset Simulation315 cited
  • 2006Application of subset simulation methods to reliability benchmark problems285 cited
  • 2001First excursion probabilities for linear systems by very efficient importance sampling282 cited
  • 2006Benchmark study on reliability estimation in higher dimensions of structural systems – An overview220 cited
  • 2012Accelerated subset simulation with neural networks for reliability analysis

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213 cited
  • 2011Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions213 cited
  • Cited by

    • 2023REIN: Reliability Estimation via Importance sampling with Normalizing flows25 cited
    • 2019Fuzzy-based optimised subset simulation for reliability analysis of engineering structures19 cited
    • 2017A subset multicanonical Monte Carlo method for simulating rare failure events12 cited