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Generalized F‐discrepancy‐based point selection strategy for dependent random variables in uncertainty quantification of nonlinear structures
16 references·10 citing·36 second hop
Generalized F‐discrepancy‐based point selection strategy for dependent random variables in uncertainty quantification of nonlinear structures (2019)Generalized F‐discrepancy‐based point sel…A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas (2018)A general framework for data-…Simulation and the Monte Carlo Method (2016)Simulation and the Monte Carl…A Vine-Copula-Based Reliability Analysis Method for Structures With Multidimensional Correlation (2015)A Vine-Copula-Based Reliabili…A GF-discrepancy for point selection in stochastic seismic response analysis of structures with uncertain parameters (2015)A GF-discrepancy for point se…Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Modeling Dependence with C- a…Adaptive sparse polynomial chaos expansion based on least angle regression (2010)Adaptive sparse polynomial ch…Stochastic Dynamics of Structures (2009)Stochastic Dynamics of Struct…Partition of the probability-assigned space in probability density evolution analysis of nonlinear stochastic structures (2007)Partition of the probability-…Pair-copula constructions of multiple dependence (2007)Pair-copula constructions of …Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos (2002)Modeling uncertainty in stead…Estimation of small failure probabilities in high dimensions by subset simulation (2001)Estimation of small failure p…Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters (1996)Families of $m$-variate distr…The stochastic finite element method: basic perturbation technique and computer implementation (1993)The stochastic finite element…Spectral Stochastic Finite‐Element Formulation for Reliability Analysis (1991)Spectral Stochastic Finite‐El…Random field finite elements (1986)Random field finite elementsMonte Carlo solution of structural dynamics (1972)Monte Carlo solution of struc…Structural reliability analysis using gradient-enhanced physics-informed neural network and probability density evolution method (2025)Structural reliability analys…Quantitative property of MF-discrepancy and efficient point-selection strategy for the nonlinear stochastic response analysis of structures with random parameters (2024)Quantitative property of MF-d…Two dimension-reduction probabilistic models for simulating nonstationary turbulent wind fields (2023)Two dimension-reduction proba…One-step look-ahead policy for active learning reliability analysis (2023)One-step look-ahead policy fo…Ensemble of metamodels-assisted probability density evolution method for structural reliability analysis (2022)Ensemble of metamodels-assist…A two-stage point selection strategy for probability density evolution method-based reliability analysis (2022)A two-stage point selection s…A new active-learning function for adaptive Polynomial-Chaos Kriging probability density evolution method (2022)A new active-learning functio…A fully adaptive method for structural stochastic response analysis based on direct probability integral method (2022)A fully adaptive method for s…Probabilistic screening and behavior of solar cells under Gaussian parametric uncertainty using polynomial chaos representation model (2021)Probabilistic screening and b…Improvement to the discretized initial condition of the generalized density evolution equation (2021)Improvement to the discretize…An Introduction to Copulas (1999)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)VineCopula: Statistical Inference of Vine Copulas (2012)Environmental contours using copulas (2015)A review of quantification methodologies for multi-hazard interrelationships (2019)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)A review of copula models for economic time series (2012)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)Stochastic Finite Elements: A Spectral Approach (1991)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)Efficient computation of global sensitivity indices using sparse polynomial chaos expansions (2010)UQLab: A Framework for Uncertainty Quantification in Matlab (2014)POLYNOMIAL-CHAOS-BASED KRIGING (2015)Simulation of Multivariate and Multidimensional Random Processes (1971)Neumann Expansion for Stochastic Finite Element Analysis (1988)Simulation of Ergodic Multivariate Stochastic Processes (1996)Probabilistic Theory of Structural Dynamics (1976)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)A univariate dimension-reduction method for multi-dimensional integration in stochastic mechanics (2004)Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations (2004)Fast Numerical Methods for Stochastic Computations: A Review (2009)Modeling uncertainty in flow simulations via generalized polynomial chaos (2003)Stochastic spectral methods for efficient Bayesian solution of inverse problems (2006)An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2008)Modeling International Financial Returns with a Multivariate Regime-switching Copula (2009)Selecting and estimating regular vine copulae and application to financial returns (2012)Automobile Prices in Market Equilibrium (1995)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Advances of the probability density evolution method for nonlinear stochastic systems (2011)Random function based spectral representation of stationary and non-stationary stochastic processes (2016)
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References

  • 2016Simulation and the Monte Carlo Method3,356 cited
  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
  • 2007Pair-copula constructions of multiple dependence2,055 cited
  • 2010Adaptive sparse polynomial chaos expansion based on least angle regression1,507 cited
  • 2009Stochastic Dynamics of Structures923 cited
  • 1996Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters777 cited
  • 1986Random field finite elements645 cited
  • 1972Monte Carlo solution of structural dynamics629 cited
  • 2002Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos552 cited
  • 2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine499 cited
  • 2015A GF-discrepancy for point selection in stochastic seismic response analysis of structures with uncertain parameters410 cited
  • 1993The stochastic finite element method: basic perturbation technique and computer implementation400 cited
  • 1991Spectral Stochastic Finite‐Element Formulation for Reliability Analysis271 cited
  • 2007Partition of the probability-assigned space in probability density evolution analysis of nonlinear stochastic structures138 cited

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2018
A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas
112 cited
  • 2015A Vine-Copula-Based Reliability Analysis Method for Structures With Multidimensional Correlation98 cited
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    • 2022Ensemble of metamodels-assisted probability density evolution method for structural reliability analysis32 cited
    • 2022A new active-learning function for adaptive Polynomial-Chaos Kriging probability density evolution method26 cited
    • 2022A two-stage point selection strategy for probability density evolution method-based reliability analysis20 cited
    • 2023One-step look-ahead policy for active learning reliability analysis19 cited
    • 2024Quantitative property of MF-discrepancy and efficient point-selection strategy for the nonlinear stochastic response analysis of structures with random parameters19 cited
    • 2021Improvement to the discretized initial condition of the generalized density evolution equation12 cited
    • 2021Probabilistic screening and behavior of solar cells under Gaussian parametric uncertainty using polynomial chaos representation model10 cited
    • 2023Two dimension-reduction probabilistic models for simulating nonstationary turbulent wind fields9 cited
    • 2025Structural reliability analysis using gradient-enhanced physics-informed neural network and probability density evolution method8 cited