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Estimation of first-passage probability under stochastic wind excitations by active-learning-based heteroscedastic Gaussian process
16 references·4 citing·48 second hop
Estimation of first-passage probability under stochastic wind excitations by active-learning-based heteroscedastic Gaussian process (2022)Estimation of first-passage probability u…Probability-Adaptive Kriging in n-Ball (PAK-Bn) for reliability analysis (2020)Probability-Adaptive Kriging …Hamiltonian Monte Carlo methods for Subset Simulation in reliability analysis (2018)Hamiltonian Monte Carlo metho…Sequential approximate optimization for design under uncertainty problems utilizing Kriging metamodeling in augmented input space (2016)Sequential approximate optimi…Time-Dependent Reliability of Dynamic Systems Using Subset Simulation With Splitting Over a Series of Correlated Time Intervals (2014)Time-Dependent Reliability of…Time-dependent reliability analysis with joint upcrossing rates (2013)Time-dependent reliability an…Cross-entropy-based adaptive importance sampling using Gaussian mixture (2013)Cross-entropy-based adaptive …A new approach for reliability analysis with time-variant performance characteristics (2013)A new approach for reliabilit…Reliability-based design optimization using kriging surrogates and subset simulation (2011)Reliability-based design opti…Random Vibrations: Analysis of Structural and Mechanical Systems (2011)Random Vibrations: Analysis o…Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions (2011)Bayesian post-processor and o…Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting (2004)Reliability estimation for dy…First- and Second-Order Reliability Methods (2004)First- and Second-Order Relia…First excursion probabilities for linear systems by very efficient importance sampling (2001)First excursion probabilities…An uncertainty importance measure using a distance metric for the change in a cumulative distribution function (2000)An uncertainty importance mea…Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation (1999)Assessment of low probability…Simulation of Ergodic Multivariate Stochastic Processes (1996)Simulation of Ergodic Multiva…Dimensionality reduction can be used as a surrogate model for high-dimensional forward uncertainty quantification (2025)Dimensionality reduction can …Vibration response-based time-variant reliability and sensitivity analysis of rolling bearings using the first-passage method (2024)Vibration response-based time…Active learning-based optimization of structures under stochastic excitations with first-passage probability constraints (2024)Active learning-based optimiz…A physics and data co-driven surrogate modeling method for high-dimensional rare event simulation (2024)A physics and data co-driven …Digital simulation of random processes and its applications (1972)Monte Carlo solution of structural dynamics (1972)Simulation of Stochastic Processes by Spectral Representation (1991)Simulation of homogeneous nonGaussian 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References

  • 1996Simulation of Ergodic Multivariate Stochastic Processes547 cited
  • 2011Random Vibrations: Analysis of Structural and Mechanical Systems473 cited
  • 2011Reliability-based design optimization using kriging surrogates and subset simulation450 cited
  • 2001First excursion probabilities for linear systems by very efficient importance sampling282 cited
  • 2013Time-dependent reliability analysis with joint upcrossing rates234 cited
  • 2004First- and Second-Order Reliability Methods215 cited
  • 2011Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions213 cited
  • 2013Cross-entropy-based adaptive importance sampling using Gaussian mixture209 cited
  • 2000An uncertainty importance measure using a distance metric for the change in a cumulative distribution function195 cited
  • 2018Hamiltonian Monte Carlo methods for Subset Simulation in reliability analysis151 cited
  • 2004Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting135 cited
  • 2013A new approach for reliability analysis with time-variant performance characteristics119 cited
  • 2020Probability-Adaptive Kriging in n-Ball (PAK-Bn) for reliability analysis89 cited
  • 2014Time-Dependent Reliability of Dynamic Systems Using Subset Simulation With Splitting Over a Series of Correlated Time Intervals

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76 cited
  • 2016Sequential approximate optimization for design under uncertainty problems utilizing Kriging metamodeling in augmented input space71 cited
  • 1999Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation65 cited
  • Cited by

    • 2024A physics and data co-driven surrogate modeling method for high-dimensional rare event simulation24 cited
    • 2024Active learning-based optimization of structures under stochastic excitations with first-passage probability constraints18 cited
    • 2024Vibration response-based time-variant reliability and sensitivity analysis of rolling bearings using the first-passage method14 cited
    • 2025Dimensionality reduction can be used as a surrogate model for high-dimensional forward uncertainty quantification13 cited