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Multinormal integrals by importance sampling for series system reliability
14 references·9 citing·32 second hop
Multinormal integrals by importance sampling for series system reliability (2003)Multinormal integrals by importance sampl…Structural Reliability Analysis and Prediction (2017)Structural Reliability Analys…Simulation and the Monte Carlo Method (2016)Simulation and the Monte Carl…An effective approximation to evaluate multinormal integrals (1998)An effective approximation to…A benchmark study on importance sampling techniques in structural reliability (1993)A benchmark study on importan…Optimal Importance‐Sampling Density Estimator (1992)Optimal Importance‐Sampling D…Adaptive Importance Sampling (1990)Adaptive Importance SamplingAdaptive sampling — an iterative fast Monte Carlo procedure (1988)Adaptive sampling — an iterat…A critical appraisal of methods to determine failure probabilities (1987)A critical appraisal of metho…Improved approximation for multinormal integral (1986)Improved approximation for mu…An efficient sampling method for probability of failure calculation (1986)An efficient sampling method …First-order concepts in system reliability (1982)First-order concepts in syste…Simulation and the Monte Carlo Method (1981)Simulation and the Monte Carl…Narrow Reliability Bounds for Structural Systems (1979)Narrow Reliability Bounds for…Generalized Second Moment Reliability Index (1979)Generalized Second Moment Rel…Enhanced Gaussian-mixture-model-based nonlinear probabilistic uncertainty propagation using Gaussian splitting approach (2024)Enhanced Gaussian-mixture-mod…Adaptive importance sampling approach for structural time-variant reliability analysis (2024)Adaptive importance sampling …Uncertainty propagation method for high-dimensional black-box problems via Bayesian deep neural network (2022)Uncertainty propagation metho…Evidence-Based Structural Uncertainty Quantification by Dimension Reduction Decomposition and Marginal Interval Analysis (2019)Evidence-Based Structural Unc…A new uncertainty propagation method considering multimodal probability density functions (2019)A new uncertainty propagation…An efficient evidence-based reliability analysis method via piecewise hyperplane approximation of limit state function (2018)An efficient evidence-based r…On multinormal integrals by Importance Sampling for parallel system reliability (2010)On multinormal integrals by I…Bounds on structural system reliability in the presence of interval variables (2007)Bounds on structural system r…Evaluation of accuracy and efficiency of some simulation and sampling methods in structural reliability analysis (2005)Evaluation of accuracy and ef…Structural reliability under combined random load sequences (1978)Non-Normal Dependent Vectors in Structural Safety (1981)New light on first- and second-order reliability methods (1987)Efficient surrogate models for reliability analysis of systems with multiple failure modes (2011)AK-SYS: An adaptation of the AK-MCS method for system reliability (2013)Small sample sensitivity analysis techniques for computer models.with an application to risk assessment (1980)Review and application of Artificial Neural Networks models in reliability analysis of steel structures (2014)MCMC algorithms for Subset Simulation (2015)Exact and Invariant Second-Moment Code Format (1974)Sensitivity and importance measures in structural reliability (1986)First Order Saddlepoint Approximation for Reliability Analysis (2004)Analysis of structural reliability under parameter uncertainties (2008)Importance sampling in structural systems (1989)Optimization algorithms for structural reliability (1991)Important sampling in high dimensions (2002)Application of subset simulation methods to reliability benchmark problems (2006)A comparative study of uncertainty propagation methods for black-box-type problems (2008)Probability, statistics, and decision for civil engineers (1970)Structural Reliability under Incomplete Probability Information (1986)Moment methods for structural reliability (2001)Uncertainties in risk analysis: Six levels of treatment (1996)Reliability analysis—a review and some perspectives (2001)Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design (2004)A survey on approaches for reliability-based optimization (2010)A new learning function for Kriging and its applications to solve reliability problems in engineering (2015)Reliability-Based Optimization Using Evolutionary Algorithms (2009)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)Automobile Prices in Market Equilibrium (1995)Estimation of small failure probabilities in high dimensions by subset simulation (2001)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)A New Study on Reliability-Based Design Optimization (1999)
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References

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  • 1979Narrow Reliability Bounds for Structural Systems910 cited
  • 1982First-order concepts in system reliability522 cited
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  • 1979Generalized Second Moment Reliability Index235 cited
  • 1998An effective approximation to evaluate multinormal integrals156 cited
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Cited by

  • 2019Evidence-Based Structural Uncertainty Quantification by Dimension Reduction Decomposition and Marginal Interval Analysis34 cited

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  • 2007Bounds on structural system reliability in the presence of interval variables34 cited
  • 2018An efficient evidence-based reliability analysis method via piecewise hyperplane approximation of limit state function31 cited
  • 2019A new uncertainty propagation method considering multimodal probability density functions31 cited
  • 2024Adaptive importance sampling approach for structural time-variant reliability analysis26 cited
  • 2010On multinormal integrals by Importance Sampling for parallel system reliability24 cited
  • 2005Evaluation of accuracy and efficiency of some simulation and sampling methods in structural reliability analysis24 cited
  • 2022Uncertainty propagation method for high-dimensional black-box problems via Bayesian deep neural network19 cited
  • 2024Enhanced Gaussian-mixture-model-based nonlinear probabilistic uncertainty propagation using Gaussian splitting approach11 cited