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Response probability distribution estimation of expensive computer simulators: A Bayesian active learning perspective using Gaussian process regression
16 references·0 citing·47 second hop
Response probability distribution estimation of expensive computer simulators: A Bayesian active learning perspective using Gaussian process regression (2025)Response probability distribution estimat…Structural reliability analysis: A Bayesian perspective (2022)Structural reliability analys…Parallel adaptive Bayesian quadrature for rare event estimation (2022)Parallel adaptive Bayesian qu…A unified formalism of the GE-GDEE for generic continuous responses and first-passage reliability analysis of multi-dimensional nonlinear systems subjected to non-white-noise excitations (2022)A unified formalism of the GE…Direct probability integral method for stochastic response analysis of static and dynamic structural systems (2019)Direct probability integral m…Adaptive scaled unscented transformation for highly efficient structural reliability analysis by maximum entropy method (2018)Adaptive scaled unscented tra…A new bivariate dimension reduction method for efficient structural reliability analysis (2018)A new bivariate dimension red…Sensitivity estimation of failure probability applying line sampling (2017)Sensitivity estimation of fai…The generalization of Latin hypercube sampling (2015)The generalization of Latin h…Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification (2015)Refined Stratified Sampling f…Structural reliability analysis based on the concepts of entropy, fractional moment and dimensional reduction method (2013)Structural reliability analys…Stochastic Dynamics of Structures (2009)Stochastic Dynamics of Struct…An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis (2009)An adaptive algorithm to buil…A comparative study of uncertainty propagation methods for black-box-type problems (2008)A comparative study of uncert…Probability density evolution method for dynamic response analysis of structures with uncertain parameters (2004)Probability density evolution…Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Latin hypercube sampling and …A fast and efficient response surface approach for structural reliability problems (1990)A fast and efficient response…A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Global Sensitivity Analysis. The Primer (2007)Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey (2020)Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark (2021)Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review (2023)Monte Carlo Methods in Financial Engineering (2003)A novel fractional moments-based maximum entropy method for high-dimensional reliability analysis (2019)Review of statistical model calibration and validation—from the perspective of uncertainty structures (2019)UQpy: A general purpose Python package and development environment for uncertainty quantification (2020)Exact and Invariant Second-Moment Code Format (1974)Structural reliability under combined random load sequences (1978)Stochastic Finite Elements: A Spectral Approach (1991)Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems (2010)Modeling, analysis, and optimization under uncertainties: a review (2021)Recent Advances in Surrogate Modeling Methods for Uncertainty Quantification and Propagation (2022)The stochastic finite-element method (1980)Neumann Expansion for Stochastic Finite Element Analysis (1988)A state-of-the-art report on computational stochastic mechanics (1997)The extreme value distribution and dynamic reliability analysis of nonlinear structures with uncertain parameters (2006)The Number Theoretical Method in Response Analysis of Nonlinear Stochastic Structures (2006)Advances of the probability density evolution method for nonlinear stochastic systems (2011)A new look at the response surface approach for reliability analysis (1993)Response Surface Methodology (1996)Application of kriging method to structural reliability problems (2004)General foundations of high‐dimensional model representations (1999)Moment methods for structural reliability (2001)AKOIS: An adaptive Kriging oriented importance sampling method for structural system reliability analysis (2019)REIF: A novel active-learning function toward adaptive Kriging surrogate models for structural reliability analysis (2019)Structural Reliability Methods (1996)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)Global sensitivity analysis using polynomial chaos expansions (2007)Reliability-based design optimization using kriging surrogates and subset simulation (2011)A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models (2012)LIF: A new Kriging based learning function and its application to structural reliability analysis (2016)Empirical Model Building and Response Surfaces (1988)Design and Analysis of Computer Experiments (1989)A new uncertainty importance measure (2006)Survey of sampling-based methods for uncertainty and sensitivity analysis (2006)A Review on Global Sensitivity Analysis Methods (2015)Digital simulation of random processes and its applications (1972)Structural Reliability Analysis and Prediction (2017)Active learning line sampling for rare event analysis (2020)A unified analysis framework of static and dynamic structural reliabilities based on direct probability integral method (2021)System reliability analyses of static and dynamic structures via direct probability integral method (2021)A GF-discrepancy for point selection in stochastic seismic response analysis of structures with uncertain parameters (2015)Random function based spectral representation of stationary and non-stationary stochastic processes (2016)
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References

  • 2003Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems2,707 cited
  • 1990A fast and efficient response surface approach for structural reliability problems1,198 cited
  • 2009Stochastic Dynamics of Structures923 cited
  • 2009An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis834 cited
  • 2015The generalization of Latin hypercube sampling656 cited
  • 2004Probability density evolution method for dynamic response analysis of structures with uncertain parameters368 cited
  • 2008A comparative study of uncertainty propagation methods for black-box-type problems331 cited
  • 2013Structural reliability analysis based on the concepts of entropy, fractional moment and dimensional reduction method309 cited
  • 2019Direct probability integral method for stochastic response analysis of static and dynamic structural systems201 cited
  • 2015Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification122 cited
  • 2018A new bivariate dimension reduction method for efficient structural reliability analysis115 cited
  • 2022A unified formalism of the GE-GDEE for generic continuous responses and first-passage reliability analysis of multi-dimensional nonlinear systems subjected to non-white-noise excitations88 cited
  • 2022Parallel adaptive Bayesian quadrature for rare event estimation83 cited

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  • 2022Structural reliability analysis: A Bayesian perspective78 cited
  • 2017Sensitivity estimation of failure probability applying line sampling75 cited
  • 2018Adaptive scaled unscented transformation for highly efficient structural reliability analysis by maximum entropy method75 cited
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