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ArticleImproved cross entropy-based importance sampling with a flexible mixture model

Iason Papaioannou2019

Article2019

Improved cross entropy-based importance sampling with a flexible mixture model

Iason Papaioannou · Sebastian Geyer · Dániel Straub

119 citations·0/0 files stored·Reliability Engineering & System Safety

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Probabilistic and Robust Engineering Design Reliability and Maintenance Optimization Markov Chains and Monte Carlo Methods

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References

2016Simulation and the Monte Carlo Method 2001Estimation of small failure probabilities in high dimensions by subset simulation 1996Structural Reliability Methods 1991Simulation of Stochastic Processes by Spectral Representation 1986Structural Reliability under Incomplete Probability Information 1997Optimization of computer simulation models with rare events 1981Non-Normal Dependent Vectors in Structural Safety 1999A new adaptive importance sampling scheme for reliability calculations

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2020Reliability analysis and design optimization of nonlinear structures 2020Combination line sampling for structural reliability analysis 2022Parallel adaptive Bayesian quadrature for rare event estimation 2019Reliability analysis of deteriorating structural systems 2022Structural reliability analysis: A Bayesian perspective 2022Bayesian post-processing of Monte Carlo simulation in reliability analysis

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Year2019

Typearticle

Published2019-07-12

VenueReliability Engineering & System Safety

ISSN-L0951-8320

Languageen

Citations119

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1016/j.ress.2019.106564

openalex_workW2960697244

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2021Variance-based reliability sensitivity analysis and the FORM α -factors

2022Rare event estimation with sequential directional importance sampling