A new active-learning function for adaptive polynomial-chaos kriging probability density evolution method

DOI10.1016/J.APM.2022.01.030MaRDI QIDQ2109434zbMATHOpenAlexFDO

Authors Tong Zhou, Yongbo Peng

Publication date 21 December 2022

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2022.01.030

zbMATH Keywords

information entropyprobability density evolution methodprobability of failureregion of interestactive-learning function

Mathematics Subject Classification ID

Reliability and life testing (62N05) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)

Cites work

• scientific article; zbMATH DE number 3241743 (Why is no real title available?)
• A combined radial basis function and adaptive sequential sampling method for structural reliability analysis
• A new learning function for kriging and its applications to solve reliability problems in engineering
• Adaptive sparse polynomial chaos expansion based on least angle regression
• An efficient reliability method combining adaptive importance sampling and kriging metamodel
• First-crossing probabilities of the linear oscillator
• POLYNOMIAL-CHAOS-BASED KRIGING
• Parameter Analysis of the Differential Model of Hysteresis
• Polynomial meta-models with canonical low-rank approximations: numerical insights and comparison to sparse polynomial chaos expansions
• Simulation and the Monte Carlo method

Cited in

(3)

• A Kriging-assisted global reliability-based design optimization algorithm with a reliability-constrained expected improvement
• BUAK-AIS: efficient Bayesian updating with active learning kriging-based adaptive importance sampling
• Parallel active learning reliability analysis: a multi-point look-ahead paradigm

Describes a project that uses

Uses Software

• AK-MCS
• UQLab

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