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Gaussian process surrogates for failure detection: A Bayesian experimental design approach
16 references·4 citing·34 second hop
Gaussian process surrogates for failure detection: A Bayesian experimental design approach (2016)Gaussian process surrogates for failure d…Metamodel-based importance sampling for structural reliability analysis (2013)Metamodel-based importance sa…AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)AK-MCS: An active learning re…Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions (2008)Efficient Global Reliability …Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach (2004)Probabilistic Sensitivity Ana…A critical appraisal of reliability estimation procedures for high dimensions (2004)A critical appraisal of relia…Estimation of small failure probabilities in high dimensions by subset simulation (2001)Estimation of small failure p…A new adaptive importance sampling scheme for reliability calculations (1999)A new adaptive importance sam…Implementation of the simultaneous perturbation algorithm for stochastic optimization (1998)Implementation of the simulta…Structural Reliability Methods (1996)Structural Reliability MethodsA new look at the response surface approach for reliability analysis (1993)A new look at the response su…Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Multivariate stochastic appro…A fast and efficient response surface approach for structural reliability problems (1990)A fast and efficient response…Response‐Surface Approach for Reliability Analysis (1989)Response‐Surface Approach for…Importance sampling in structural systems (1989)Importance sampling in struct…Design and Analysis of Computer Experiments (1989)Design and Analysis of Comput…Curve Fitting and Optimal Design for Prediction (1978)Curve Fitting and Optimal Des…Bayesian reinforcement learning reliability analysis (2024)Bayesian reinforcement learni…Sampling-based adaptive design strategy for failure probability estimation (2023)Sampling-based adaptive desig…Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems (2022)Sequential Bayesian experimen…CAMERA: A method for cost-aware, adaptive, multifidelity, efficient reliability analysis (2022)CAMERA: A method for cost-awa…Exact and Invariant Second-Moment Code Format (1974)Response Surface Methodology (1996)Moment methods for structural reliability (2001)Application of kriging method to structural reliability problems (2004)A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models (2012)Structural Reliability Analysis and Prediction (2017)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)Stochastic Finite Elements: A Spectral Approach (1991)Kriging metamodeling in simulation: A review (2007)LIF: A new Kriging based learning function and its application to structural reliability analysis (2016)Structural reliability under combined random load sequences (1978)Designs for Computer Experiments (1989)Probability, reliability and statistical methods in engineering design (1999)DAKOTA : a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis. Version 5.0, user's manual. (2010)Importance measures in global sensitivity analysis of nonlinear models (1996)A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model Output (1999)A new uncertainty importance measure (2006)Bayesian analysis of computer code outputs: A tutorial (2006)How to avoid a perfunctory sensitivity analysis (2010)Stochastic Estimation of the Maximum of a Regression Function (1952)Feature Article: Optimization for simulation: Theory vs. Practice (2002)Simulation optimization: a review of algorithms and applications (2015)Probability Concepts in Engineering Planning and Design (1975)Global sensitivity analysis using polynomial chaos expansions (2007)Aleatory or epistemic? Does it matter? (2008)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index (2009)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)An Overview of the Simultaneous Perturbation Method for Efficient Optimization (1998)Adaptive stochastic approximation by the simultaneous perturbation method (2000)Simulation-based optimal Bayesian experimental design for nonlinear systems (2012)
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References

  • 1989Design and Analysis of Computer Experiments6,958 cited
  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
  • 1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation2,282 cited
  • 1996Structural Reliability Methods2,192 cited
  • 2011AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation2,048 cited
  • 1990A fast and efficient response surface approach for structural reliability problems1,198 cited
  • 2008Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions1,141 cited
  • 2004Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach1,085 cited
  • 1998Implementation of the simultaneous perturbation algorithm for stochastic optimization797 cited
  • 1993A new look at the response surface approach for reliability analysis733 cited
  • 1978Curve Fitting and Optimal Design for Prediction662 cited
  • 1989Response‐Surface Approach for Reliability Analysis626 cited
  • 1989Importance sampling in structural systems604 cited
  • 1999A new adaptive importance sampling scheme for reliability calculations564 cited
  • 2013Metamodel-based importance sampling for structural reliability analysis

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535 cited
  • 2004A critical appraisal of reliability estimation procedures for high dimensions476 cited
  • Cited by

    • 2024Bayesian reinforcement learning reliability analysis29 cited
    • 2022Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems16 cited
    • 2022CAMERA: A method for cost-aware, adaptive, multifidelity, efficient reliability analysis15 cited
    • 2023Sampling-based adaptive design strategy for failure probability estimation13 cited