References

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• 2002Conditional value-at-risk for general loss distributions3,847 cited
• 1990The origins of kriging1,763 cited
• 2018Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization1,072 cited
• 1997Optimization of computer simulation models with rare events686 cited
• 2010Evaluation of failure probability via surrogate models151 cited
• 2015Multifidelity importance sampling130 cited
• 2011An efficient surrogate-based method for computing rare failure probability105 cited
• 2016Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk95 cited
• 2007Financial prediction with constrained tail risk70 cited
• 2015Multilevel Estimation of Rare Events47 cited
• 2017Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models47 cited
• 2020Information Reuse for Importance Sampling in Reliability-Based Design Optimization47 cited
• 2016A Multilevel Monte Carlo Method for Computing Failure Probabilities46 cited
• 2018Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation