Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems

DOI10.1016/J.CMA.2022.114979MaRDI QIDQ2142170zbMATH OpenOpenAlexFDO

Authors Xianliang Gong, Yulin Pan

Publication date 27 May 2022

Published in Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.11108

zbMATH Keywords

Bayesian experimental designextreme eventsstochastic systems

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Design of statistical experiments (62Kxx) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cites work

• Advanced Lectures on Machine Learning
• Bayesian experimental design: A review
• Bayesian filtering and smoothing
• Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes
• Data-driven nonintrusive reduced order modeling for dynamical systems with moving boundaries using Gaussian process regression
• Gaussian process surrogates for failure detection: a Bayesian experimental design approach
• scientific article; zbMATH DE number 1149423 (Why is no real title available?)
• scientific article; zbMATH DE number 936525 (Why is no real title available?)
• Latent-space time evolution of non-intrusive reduced-order models using Gaussian process emulation
• On Information and Sufficiency
• On the joint distribution of wave periods and amplitudes in a random wave field
• Pattern recognition and machine learning.
• Reduced order modeling for nonlinear structural analysis using Gaussian process regression
• Reduced-space Gaussian process regression for data-driven probabilistic forecast of chaotic dynamical systems
• Sequential sampling strategy for extreme event statistics in nonlinear dynamical systems
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(5)

• Sequential Bayesian optimal experimental design for structural reliability analysis
• Sequential sampling strategy for extreme event statistics in nonlinear dynamical systems
• Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics
• Quality measures for the evaluation of machine learning architectures on the quantification of epistemic and aleatoric uncertainties in complex dynamical systems
• Parallel constrained Bayesian optimization via batched Thompson sampling with enhanced active learning process for reliability-based design optimization

Describes a project that uses

Uses Software

• PRMLT
• L-BFGS
• AK-MCS

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