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Hamiltonian Monte Carlo methods for Subset Simulation in reliability analysis
10 references·16 citing·43 second hop
Hamiltonian Monte Carlo methods for Subset Simulation in reliability analysis (2018)Hamiltonian Monte Carlo methods for Subse…MCMC algorithms for Subset Simulation (2015)MCMC algorithms for Subset Si…Cross-entropy-based adaptive importance sampling using Gaussian mixture (2013)Cross-entropy-based adaptive …Application of subset simulation methods to reliability benchmark problems (2006)Application of subset simulat…First- and Second-Order Reliability Methods (2004)First- and Second-Order Relia…Estimation of small failure probabilities in high dimensions by subset simulation (2001)Estimation of small failure p…Structural Reliability Methods (1996)Structural Reliability MethodsDynamic response sensitivity of inelastic structures (1993)Dynamic response sensitivity …Simulation of Stochastic Processes by Spectral Representation (1991)Simulation of Stochastic Proc…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…Yet another Bayesian active learning reliability analysis method (2024)Yet another Bayesian active l…Novel method for reliability optimization design based on rough set theory and hybrid surrogate model (2024)Novel method for reliability …Adaptive active subspace-based metamodeling for high-dimensional reliability analysis (2023)Adaptive active subspace-base…Reliability estimation of an advanced nuclear fuel using coupled active learning, multifidelity modeling, and subset simulation (2022)Reliability estimation of an …An adaptive subset simulation algorithm for system reliability analysis with discontinuous limit states (2022)An adaptive subset simulation…Active learning with multifidelity modeling for efficient rare event simulation (2022)Active learning with multifid…Second-order reliability methods: a review and comparative study (2021)Second-order reliability meth…Riemannian Manifold Hamiltonian Monte Carlo based subset simulation for reliability analysis in non-Gaussian space (2021)Riemannian Manifold Hamiltoni…Nonlinear stochastic dynamic analysis by evolutionary tail-equivalent linearization method (2021)Nonlinear stochastic dynamic …Efficient structural reliability analysis based on adaptive Bayesian support vector regression (2021)Efficient structural reliabil…AKSE: A novel adaptive Kriging method combining sampling region scheme and error-based stopping criterion for structural reliability analysis (2021)AKSE: A novel adaptive Krigin…A density extrapolation approach to estimate failure probabilities (2021)A density extrapolation appro…Deep reinforcement learning-based sampling method for structural reliability assessment (2020)Deep reinforcement learning-b…Active learning line sampling for rare event analysis (2020)Active learning line sampling…Implementation of machine learning techniques into the Subset Simulation method (2019)Implementation of machine lea…AKOIS: An adaptive Kriging oriented importance sampling method for structural system reliability analysis (2019)AKOIS: An adaptive Kriging or…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)Probability Concepts in Engineering Planning and Design (1975)Statistics for Experimenters (1979)Moment methods for structural reliability (2001)The equivalent extreme-value event and evaluation of the structural system reliability (2006)Reliability-based design optimization using kriging surrogates and subset simulation (2011)A new look at the response surface approach for reliability analysis (1993)Response Surface Methodology (1996)Application of kriging method to structural reliability problems (2004)Structural Reliability — Analysis and Prediction (2001)Simulation and the Monte Carlo Method (2007)Cross-entropy-based adaptive importance sampling using von Mises-Fisher mixture for high dimensional reliability analysis (2015)Structural Reliability Analysis and Prediction (2017)Cross entropy-based importance sampling using Gaussian densities revisited (2018)Surrogate-assisted reliability-based design optimization: a survey and a unified modular framework (2019)Probabilistic finite elements for nonlinear structural dynamics (1986)Optimization algorithms for structural reliability (1991)Parameter Sensitivity and Importance Measures in Nonlinear Finite Element Reliability Analysis (2005)Strategies for finding the design point in non-linear finite element reliability analysis (2005)Structural reliability software at the University of California, Berkeley (2005)Methods of structural safety (2006)Reliability analysis—a review and some perspectives (2001)A critical appraisal of reliability estimation procedures for high dimensions (2004)Benchmark study on reliability estimation in higher dimensions of structural systems – An overview (2006)Reliability engineering (2011)Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review (2023)Structural reliability under combined random load sequences (1978)Global sensitivity analysis using polynomial chaos expansions (2007)Aleatory or epistemic? Does it matter? (2008)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)Exact and Invariant Second-Moment Code Format (1974)Narrow Reliability Bounds for Structural Systems (1979)Bayesian Network Enhanced with Structural Reliability Methods: Methodology (2010)Reliability updating with equality information (2010)Stochastic Finite Elements: A Spectral Approach (1991)Bayesian Updating with Structural Reliability Methods (2014)Sequential importance sampling for structural reliability analysis (2016)Simulation of Ergodic Multivariate Stochastic Processes (1996)Fast Numerical Methods for Stochastic Computations: A Review (2009)
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References

  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
  • 1996Structural Reliability Methods2,192 cited
  • 1991Simulation of Stochastic Processes by Spectral Representation1,379 cited
  • 1990A fast and efficient response surface approach for structural reliability problems1,198 cited
  • 1989Response‐Surface Approach for Reliability Analysis626 cited
  • 2015MCMC algorithms for Subset Simulation413 cited
  • 2006Application of subset simulation methods to reliability benchmark problems285 cited
  • 2004First- and Second-Order Reliability Methods215 cited
  • 2013Cross-entropy-based adaptive importance sampling using Gaussian mixture209 cited
  • 1993Dynamic response sensitivity of inelastic structures159 cited

Cited by

  • 2019AKOIS: An adaptive Kriging oriented importance sampling method for structural system reliability analysis148 cited
  • 2021AKSE: A novel adaptive Kriging method combining sampling region scheme and error-based stopping criterion for structural reliability analysis116 cited
  • 2021Second-order reliability methods: a review and comparative study113 cited
  • 2020Active learning line sampling for rare event analysis83 cited

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2021
Efficient structural reliability analysis based on adaptive Bayesian support vector regression
79 cited
  • 2020Deep reinforcement learning-based sampling method for structural reliability assessment62 cited
  • 2021A density extrapolation approach to estimate failure probabilities61 cited
  • 2024Novel method for reliability optimization design based on rough set theory and hybrid surrogate model55 cited
  • 2022An adaptive subset simulation algorithm for system reliability analysis with discontinuous limit states53 cited
  • 2019Implementation of machine learning techniques into the Subset Simulation method43 cited
  • 2022Active learning with multifidelity modeling for efficient rare event simulation39 cited
  • 2023Adaptive active subspace-based metamodeling for high-dimensional reliability analysis37 cited
  • 2021Riemannian Manifold Hamiltonian Monte Carlo based subset simulation for reliability analysis in non-Gaussian space35 cited
  • 2022Reliability estimation of an advanced nuclear fuel using coupled active learning, multifidelity modeling, and subset simulation33 cited
  • 2021Nonlinear stochastic dynamic analysis by evolutionary tail-equivalent linearization method32 cited
  • 2024Yet another Bayesian active learning reliability analysis method29 cited