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Rare event estimation with sequential directional importance sampling · Study

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ArticleRare event estimation with sequential directional importance sampling

Kai Cheng2022

Article2022

Rare event estimation with sequential directional importance sampling

Kai Cheng · Iason Papaioannou · Zhenzhou Lü · Xiaobo Zhang · Yanping Wang

59 citations·0/0 files stored·Structural Safety

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Probabilistic and Robust Engineering Design Geotechnical Engineering and Analysis Markov Chains and Monte Carlo Methods

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 59 citations exist upstream.

References

2001Estimation of small failure probabilities in high dimensions by subset simulation 1996Structural Reliability Methods 2011AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation 2012A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models 2001Moment methods for structural reliability 1989Importance sampling in structural systems 1981Non-Normal Dependent Vectors in Structural Safety 1999A general procedure for first/second-order reliabilitymethod (FORM/SORM)

Cited by

2024A sequential sampling-based Bayesian numerical method for reliability-based design optimization 2023Portfolio allocation strategy for active learning Kriging-based structural reliability analysis 2025First excursion probability of dynamical systems: A review on computational methods 2023Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling 2023Uncertainty quantification in low-probability response estimation using sliced inverse regression and polynomial chaos expansion 2023Relaxation-based importance sampling for structural reliability analysis 2025FORM-based global reliability sensitivity analysis of systems with multiple failure modes 2024Uniform importance sampling with rejection control for structural reliability analysis

Details

Year2022

Typearticle

Published2022-10-12

VenueStructural Safety

ISSN-L0167-4730

Languageen

Citations59

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

Identifiers

doi10.1016/j.strusafe.2022.102291

openalex_workW4304820100

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