Generalized Bayesian subset simulation for the evaluation of failure probability

DOI10.1016/J.JCP.2026.114744MaRDI QIDQ7254206zbMATH OpenFDO

Authors Yue Zhang, Peng Wang

Publication date 28 May 2026

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JCP.2026.114744

zbMATH Keywords

Bayesian analysisfailure estimationrare event probabilitysubset simulationuncertainty quantification

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Survival analysis and censored data (62Nxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites work

• Active learning with multifidelity modeling for efficient rare event simulation
• An adaptive divergence-based method for structural reliability analysis via multiple kriging models
• An efficient surrogate-based method for computing rare failure probability
• Bayesian Subset Simulation
• Ensemble samplers with affine invariance
• Evaluation of failure probability via surrogate models
• General multi-dimensional probability integration by directional simulation
• scientific article; zbMATH DE number 1215244 (Why is no real title available?)
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• MCMC methods for functions: modifying old algorithms to make them faster
• Sequential design of computer experiments for the estimation of a probability of failure
• Sliced Inverse Regression for Dimension Reduction

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