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Kriging-based adaptive Importance Sampling algorithms for rare event estimation · Study

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ArticleKriging-based adaptive Importance Sampling algorithms for rare event estimation

Mathieu Balesdent2013

Article2013

Kriging-based adaptive Importance Sampling algorithms for rare event estimation

Mathieu Balesdent · Jérôme Morio · Julien Marzat

145 citations·0/0 files stored·Structural Safety

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Probabilistic and Robust Engineering Design Geotechnical Engineering and Analysis Advanced Multi-Objective Optimization Algorithms

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References

2001An Introduction to Statistical Modeling of Extreme Values 1989Design and Analysis of Computer Experiments 2011AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation 1990Models for Exceedances Over High Thresholds 2007Kriging metamodeling in simulation: A review 1990A fast and efficient response surface approach for structural reliability problems 1993A new look at the response surface approach for reliability analysis 1997Optimization of computer simulation models with rare events

Cited by

2016Reliability Analysis With Monte Carlo Simulation and Dependent Kriging Predictions 2018A combined projection-outline-based active learning Kriging and adaptive importance sampling method for hybrid reliability analysis with small failure probabilities 2016Quantile-based optimization under uncertainties using adaptive Kriging surrogate models 2019RBF-GA: An adaptive radial basis function metamodeling with genetic algorithm for structural reliability analysis 2017A new active learning method based on the learning function U of the AK-MCS reliability analysis method

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2014A survey of rare event simulation methods for static input–output modelsarticle · 9 shared references 2015Methods for high-dimensional and computationally intensive modelschapter · 9 shared references 2018An innovative adaptive sparse response surface method for structural reliability analysisarticle · 8 shared references 2022A Kriging-based important region sampling method for efficient reliability analysisarticle · 8 shared references 2017Adaptive surrogate model with active refinement combining Kriging and a trust region methodarticle · 7 shared references 2015Global sensitivity analysis-enhanced surrogate (GSAS) modeling for reliability analysisarticle · 7 shared references

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Year2013

Typearticle

Published2013-05-21

VenueStructural Safety

ISSN-L0167-4730

Languageen

Citations145

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1016/j.strusafe.2013.04.001

openalex_workW2045396361

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2021AKSE: A novel adaptive Kriging method combining sampling region scheme and error-based stopping criterion for structural reliability analysis

2019An active weight learning method for efficient reliability assessment with small failure probability

2020A new reliability method for small failure probability problems by combining the adaptive importance sampling and surrogate models