Bayesian analysis of rare events
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Cites work
- scientific article; zbMATH DE number 3911895 (Why is no real title available?)
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 1911984 (Why is no real title available?)
- Adapted polynomial chaos expansion for failure detection
- Adaptive approximate Bayesian computation
- An efficient surrogate-based method for computing rare failure probability
- Approximate Bayesian computation by subset simulation
- Approximate Bayesian computational methods
- Bayesian updating and model class selection with subset simulation
- Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- Engineering risk assessment
- Evaluation of failure probability via surrogate models
- Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems
- Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
- Probabilistic risk analysis: Foundations and methods
- Remarks on a Multivariate Transformation
- Sequential Monte Carlo Samplers
- Sequential Monte Carlo for rare event estimation
- Structural reliability under combined random load sequences
- The use of updated robust reliability measures in stochastic dynamical systems
- \(\Pi\)4U: a high performance computing framework for Bayesian uncertainty quantification of complex models
Cited in
(15)- Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loève expansion
- Bayesian updating and model class selection with subset simulation
- Bayesian inference with subset simulation: strategies and improvements
- Rare-event detection by Quasi-Wang-Landau Monte Carlo sampling with approximate Bayesian computation
- Bounding rare event probabilities in computer experiments
- An energy-based model approach to rare event probability estimation
- Special issue: Big data and predictive computational modeling
- Modelling of spatial variability of soil undrained shear strength by conditional random fields for slope reliability analysis
- Bayesian inversion using adaptive polynomial chaos kriging within subset simulation
- Error analysis for probabilities of rare events with approximate models
- Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method
- Bayesian posteriors for arbitrarily rare events
- Bayesian inference of random fields represented with the Karhunen-Loève expansion
- Transitional active learning of small probabilities
- Transport map sampling with PGD model reduction for fast dynamical Bayesian data assimilation
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