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Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis
11 references·1 citing·44 second hop
Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis (2021)Extreme event probability estimation usin…A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification (2014)A-Optimal Design of Experimen…Rare Event Simulation of Small Noise Diffusions (2012)Rare Event Simulation of Smal…Spectral Methods for Uncertainty Quantification (2010)Spectral Methods for Uncertai…Spectral methods for uncertainty quantification : with applications to computational fluid dynamics (2010)Spectral methods for uncertai…Introduction to Rare Event Simulation (2004)Introduction to Rare Event Si…Importance Sampling, Large Deviations, and Differential Games (2004)Importance Sampling, Large De…Reliability analysis—a review and some perspectives (2001)Reliability analysis—a review…A Most Probable Point-Based Method for Efficient Uncertainty Analysis (2001)A Most Probable Point-Based M…Structural Reliability Methods (1996)Structural Reliability MethodsA critical appraisal of methods to determine failure probabilities (1987)A critical appraisal of metho…Methods of Reducing Sample Size in Monte Carlo Computations (1953)Methods of Reducing Sample Si…Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions (2023)Large Deviation Theory-based …Exact and Invariant Second-Moment Code Format (1974)A critical appraisal of reliability estimation procedures for high dimensions (2004)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)Metamodel-based importance sampling for structural reliability analysis (2013)The Logic of Scientific Discovery (2013)Structural Reliability Analysis and Prediction (2017)The existence of value in differential games (1972)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Fast simulation of rare events in queueing and reliability models (1995)Dynamic Importance Sampling for Queueing Networks (2005)Efficient rare-event simulation for the maximum of heavy-tailed random walks (2008)Asymptotic robustness of estimators in rare-event simulation (2010)Optimal design of experiments (1993)Optimum Experimental Designs (1993)Bayesian Experimental Design: A Review (1995)On Bayesian A- and D-Optimal Experimental Designs in Infinite Dimensions (2015)A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems (2016)Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review (2021)Simulation and the Monte Carlo Method (1981)An optimal shifting vector approach for efficient probabilistic design (2013)Reliability-based robust design optimization: A general methodology using genetic algorithm (2014)Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions (2018)Narrow Reliability Bounds for Structural Systems (1979)A survey on approaches for reliability-based optimization (2010)A new learning function for Kriging and its applications to solve reliability problems in engineering (2015)MCMC algorithms for Subset Simulation (2015)Simulation and the Monte Carlo Method (2016)Probability Concepts in Engineering Planning and Design (1975)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)Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (2011)An Introduction to Computational Stochastic PDEs (2014)Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey (2020)Proceedings of the 2002 Winter Simulation Conference (2002)Rare Event Simulation using Monte Carlo Methods (2009)The future of risk assessment (2018)Simulation-based optimal Bayesian experimental design for nonlinear systems (2012)Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies (2014)Stochastic finite element methods for partial differential equations with random input data (2014)Quick simulation: a review of importance sampling techniques in communications systems (1997)Preventing undesirable behavior of intelligent machines (2019)Fairness without Demographics through Adversarially Reweighted Learning (2020)
this work references cited by second hop

References

  • 1996Structural Reliability Methods2,192 cited
  • 2010Spectral Methods for Uncertainty Quantification953 cited
  • 2001Reliability analysis—a review and some perspectives775 cited
  • 2010Spectral methods for uncertainty quantification : with applications to computational fluid dynamics572 cited
  • 2004Introduction to Rare Event Simulation517 cited
  • 1987A critical appraisal of methods to determine failure probabilities436 cited
  • 1953Methods of Reducing Sample Size in Monte Carlo Computations319 cited
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  • 2001A Most Probable Point-Based Method for Efficient Uncertainty Analysis99 cited
  • 2012Rare Event Simulation of Small Noise Diffusions90 cited

Cited by

  • 2023Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions13 cited

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