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Multicanonical sequential Monte Carlo sampler for uncertainty quantification
14 references·2 citing·47 second hop
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References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2004Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design1,106 cited
  • 1998A Framework for Decision-Based Engineering Design630 cited
  • 1999A new adaptive importance sampling scheme for reliability calculations564 cited
  • 1990Advanced probabilistic structural analysis method for implicit performance functions467 cited
  • 2022A review and assessment of importance sampling methods for reliability analysis273 cited
  • 2011An efficient surrogate-based method for computing rare failure probability105 cited
  • 2008Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation105 cited
  • 2010Efficient estimation of large portfolio loss probabilities in t-copula models79 cited
  • 2018The geometry of limit state function graphs and subset simulation: Counterexamples64 cited
  • 2017Reliability based design optimization with approximate failure probability function in partitioned design space50 cited
  • 2021Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation36 cited
  • 2022Global failure probability function estimation based on an adaptive strategy and combination algorithm26 cited
  • 2022An enhanced method for improving the accuracy of small failure probability of structures

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24 cited

Cited by

  • 2025High-cycle fatigue life prediction for fan blades considering aleatory and epistemic uncertainty with random damage18 cited
  • 2023Sparse moment quadrature for uncertainty modeling and quantification12 cited