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Efficient evaluation of small failure probability in high‐dimensional groundwater contaminant transport modeling via a two‐stage M onte C arlo method
16 references·1 citing·40 second hop
Efficient evaluation of small failure probability in high‐dimensional groundwater contaminant transport modeling via a two‐stage M onte C arlo method (2017)Efficient evaluation of small failure pro…Meta-model-based importance sampling for reliability sensitivity analysis (2014)Meta-model-based importance s…Uncertainty Quantification: Theory, Implementation, and Applications (2013)Uncertainty Quantification: T…Metamodel-based importance sampling for structural reliability analysis (2013)Metamodel-based importance sa…Kriging-based adaptive Importance Sampling algorithms for rare event estimation (2013)Kriging-based adaptive Import…Reliability-based design optimization using kriging surrogates and subset simulation (2011)Reliability-based design opti…An efficient surrogate-based method for computing rare failure probability (2011)An efficient surrogate-based …Evaluation of failure probability via surrogate models (2010)Evaluation of failure probabi…Probabilistic collocation method for flow in porous media: Comparisons with other stochastic methods (2007)Probabilistic collocation met…Adapted polynomial chaos expansion for failure detection (2007)Adapted polynomial chaos expa…Estimation of failure probability of oil and gas transmission pipelines by fuzzy fault tree analysis (2005)Estimation of failure probabi…Introduction to Rare Event Simulation (2004)Introduction to Rare Event Si…The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)The Wiener--Askey Polynomial …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…Stochastic Finite Elements: A Spectral Approach (1991)Stochastic Finite Elements: A…Structural Reliability under Incomplete Probability Information (1986)Structural Reliability under …Sampling behavioral model parameters for ensemble-based sensitivity analysis using Gaussian process emulation and active subspaces (2020)Sampling behavioral model par…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)Optimization algorithms for structural reliability (1991)A critical appraisal of reliability estimation procedures for high dimensions (2004)MCMC algorithms for Subset Simulation (2015)Exact and Invariant Second-Moment Code Format (1974)Structural reliability under combined random load sequences (1978)Narrow Reliability Bounds for Structural Systems (1979)Second‐Order Reliability Approximations (1987)Optimal Discretization of Random Fields (1993)Reliability analysis—a review and some perspectives (2001)Multiple Attribute Decision Making: Methods and Applications (1981)Combining Probability Distributions From Experts in Risk Analysis (1999)Fault and Event Tree Analyses for Process Systems Risk Analysis: Uncertainty Handling Formulations (2010)Risk analysis for oil & gas pipelines: A sustainability assessment approach using fuzzy based bow-tie analysis (2011)A review of applications of fuzzy sets to safety and reliability engineering (2018)Statistics for Spatial Data (1993)Aleatory or epistemic? 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References

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  • 2002The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations4,821 cited
  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
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  • 2005Estimation of failure probability of oil and gas transmission pipelines by fuzzy fault tree analysis388 cited
  • 2007Probabilistic collocation method for flow in porous media: Comparisons with other stochastic methods253 cited
  • 2014Meta-model-based importance sampling for reliability sensitivity analysis158 cited
  • 2010Evaluation of failure probability via surrogate models151 cited
  • 2013Kriging-based adaptive Importance Sampling algorithms for rare event estimation145 cited

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2011
An efficient surrogate-based method for computing rare failure probability
105 cited
  • 2007Adapted polynomial chaos expansion for failure detection56 cited
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    • 2020Sampling behavioral model parameters for ensemble-based sensitivity analysis using Gaussian process emulation and active subspaces12 cited