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A novel adaptive importance sampling algorithm based on Markov chain and low-discrepancy sequence
16 references·16 citing·31 second hopsampled
A novel adaptive importance sampling algorithm based on Markov chain and low-discrepancy sequence (2013)A novel adaptive importance sampling algo…A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models (2012)A combined Importance Samplin…Simulation and the Monte Carlo method (2008)Simulation and the Monte Carl…Application of low-discrepancy sampling method in structural reliability analysis (2008)Application of low-discrepanc…Simulation and the Monte Carlo Method (2007)Simulation and the Monte Carl…Application of subset simulation methods to reliability benchmark problems (2006)Application of subset simulat…Application of line sampling simulation method to reliability benchmark problems (2006)Application of line sampling …Realistic and efficient reliability estimation for aerospace structures (2004)Realistic and efficient relia…Probabilistic Failure Analysis by Importance Sampling Markov Chain Simulation (2004)Probabilistic Failure Analysi…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…Reliability of uncertain dynamical systems with multiple design points (1999)Reliability of uncertain dyna…A new adaptive importance sampling scheme for reliability calculations (1999)A new adaptive importance sam…Optimal Importance‐Sampling Density Estimator (1992)Optimal Importance‐Sampling D…Optimization algorithms for structural reliability (1991)Optimization algorithms for s…Importance sampling in structural systems (1989)Importance sampling in struct…Adaptive sampling — an iterative fast Monte Carlo procedure (1988)Adaptive sampling — an iterat…AK-Gibbs: An active learning Kriging model based on Gibbs importance sampling algorithm for small failure probabilities (2024)AK-Gibbs: An active learning …Stochastic collocation enhanced line sampling method for reliability analysis (2023)Stochastic collocation enhanc…Generative adversarial surrogate modeling framework for aerospace engineering structural system reliability design (2023)Generative adversarial surrog…Efficient decoupling approach for reliability-based optimization based on augmented Line Sampling and combination algorithm (2023)Efficient decoupling approach…An eccentric radial-based importance sampling method for reliability analysis (2023)An eccentric radial-based imp…An adaptive parallel learning dependent Kriging model for small failure probability problems (2022)An adaptive parallel learning…AK-HMC-IS: A Novel Importance Sampling Method for Efficient Reliability Analysis Based on Active Kriging and Hybrid Monte Carlo Algorithm (2022)AK-HMC-IS: A Novel Importance…Efficient imprecise reliability analysis using the Augmented Space Integral (2021)Efficient imprecise reliabili…Decoupled reliability-based optimization using Markov chain Monte Carlo in augmented space (2021)Decoupled reliability-based o…An efficient importance sampling approach for reliability analysis of time-variant structures subject to time-dependent stochastic load (2021)An efficient importance sampl…Global reliability sensitivity analysis based on state dependent parameter method and efficient sampling techniques (2020)Global reliability sensitivit…A novel kriging based active learning method for structural reliability analysis (2020)A novel kriging based active …Sensitivity analysis for probabilistic anti-resonance design of aeronautical hydraulic pipelines (2019)Sensitivity analysis for prob…Augmented line sampling for approximation of failure probability function in reliability-based analysis (2019)Augmented line sampling for a…Estimation of low failure probability based on active learning Kriging model with a concentric ring approaching strategy (2018)Estimation of low failure pro…An adaptive reliability method combining relevance vector machine and importance sampling (2015)An adaptive reliability metho…Simulation and the Monte Carlo Method (1981)The stochastic finite element method: Past, present and future (2008)The generalization of Latin hypercube sampling (2015)Simulation and the Monte Carlo Method (2016)Small sample sensitivity analysis techniques for computer models.with an application to risk assessment (1980)A benchmark study on importance sampling techniques in structural reliability (1993)Review and application of Artificial Neural Networks models in reliability analysis of steel structures (2014)Structural reliability under combined random load sequences (1978)Stochastic Finite Elements: A Spectral Approach (1991)A new learning function for Kriging and its applications to solve reliability problems in engineering (2015)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)A critical appraisal of reliability estimation procedures for high dimensions (2004)Benchmark study on reliability estimation in higher dimensions of structural systems – An overview (2006)Hybrid enhanced Monte Carlo simulation coupled with advanced machine learning approach for accurate and efficient structural reliability analysis (2021)Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review (2023)Exact and Invariant Second-Moment Code Format (1974)Reliability-based optimization in structural engineering (1994)Hybrid Analysis Method for Reliability-Based Design Optimization (2003)Methods of structural safety (2006)A univariate dimension-reduction method for multi-dimensional integration in stochastic mechanics (2004)Structural Reliability Analysis and Prediction (2017)Reliability analysis—a review and some perspectives (2001)Reliability engineering (2011)Metamodel-based importance sampling for structural reliability analysis (2013)MCMC algorithms for Subset Simulation (2015)Econometric Tools for Analyzing Market Outcomes (2007)Everything you need to know about agent-based modelling and simulation (2016)Stochastic modeling of uncertainties in computational structural dynamics—Recent theoretical advances (2011)Meta-model-based importance sampling for reliability sensitivity analysis (2014)Modified linear estimation method for generating multi-dimensional multi-variate Gaussian field in modelling material properties (2014)
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References

  • 2007Simulation and the Monte Carlo Method2,454 cited
  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
  • 2012A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models692 cited
  • 1991Optimization algorithms for structural reliability644 cited
  • 1989Importance sampling in structural systems604 cited
  • 1999A new adaptive importance sampling scheme for reliability calculations564 cited
  • 1988Adaptive sampling — an iterative fast Monte Carlo procedure464 cited
  • 2008Simulation and the Monte Carlo method308 cited
  • 2006Application of line sampling simulation method to reliability benchmark problems292 cited
  • 2006Application of subset simulation methods to reliability benchmark problems285 cited
  • 2001First excursion probabilities for linear systems by very efficient importance sampling282 cited
  • 1992Optimal Importance‐Sampling Density Estimator116 cited
  • 2004Realistic and efficient reliability estimation for aerospace structures111 cited
  • 2008Application of low-discrepancy sampling method in structural reliability analysis96 cited
  • 1999Reliability of uncertain dynamical systems with multiple design points

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79 cited
  • 2004Probabilistic Failure Analysis by Importance Sampling Markov Chain Simulation57 cited
  • Cited by

    • 2022An adaptive parallel learning dependent Kriging model for small failure probability problems52 cited
    • 2019Augmented line sampling for approximation of failure probability function in reliability-based analysis50 cited
    • 2021An efficient importance sampling approach for reliability analysis of time-variant structures subject to time-dependent stochastic load49 cited
    • 2015An adaptive reliability method combining relevance vector machine and importance sampling38 cited
    • 2023Generative adversarial surrogate modeling framework for aerospace engineering structural system reliability design35 cited
    • 2021Efficient imprecise reliability analysis using the Augmented Space Integral34 cited
    • 2021Decoupled reliability-based optimization using Markov chain Monte Carlo in augmented space32 cited
    • 2018Estimation of low failure probability based on active learning Kriging model with a concentric ring approaching strategy31 cited
    • 2020A novel kriging based active learning method for structural reliability analysis28 cited
    • 2023Efficient decoupling approach for reliability-based optimization based on augmented Line Sampling and combination algorithm25 cited
    • 2019Sensitivity analysis for probabilistic anti-resonance design of aeronautical hydraulic pipelines21 cited
    • 2024AK-Gibbs: An active learning Kriging model based on Gibbs importance sampling algorithm for small failure probabilities19 cited
    • 2020Global reliability sensitivity analysis based on state dependent parameter method and efficient sampling techniques19 cited
    • 2023An eccentric radial-based importance sampling method for reliability analysis17 cited
    • 2022AK-HMC-IS: A Novel Importance Sampling Method for Efficient Reliability Analysis Based on Active Kriging and Hybrid Monte Carlo Algorithm15 cited
    • 2023Stochastic collocation enhanced line sampling method for reliability analysis14 cited