Identification of input random field samples causing extreme responses

DOI10.1016/J.APM.2020.02.004MaRDI QIDQ2174750zbMATH OpenOpenAlexFDO

Authors Wayne Isaac Tan Uy, Mircea D. Grigoriu

Publication date 27 April 2020

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

Full work available at URL https://doi.org/10.1016/j.apm.2020.02.004

zbMATH Keywords

extreme eventsrare event samplingsupport vector machinessurrogate modelsuncertainty quantification

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Random fields; image analysis (62M40) Reliability and life testing (62N05)

Recommendations

• Random field identification from a sample: Experimental results
• scientific article; zbMATH DE number 4034772
• Publication:4206680
• Probabilistic algorithms for extreme point identification
• scientific article; zbMATH DE number 3898742
• scientific article; zbMATH DE number 1961369
• scientific article; zbMATH DE number 4210032
• Identification of Models and Signals Robust to Occasional Outliers
• scientific article; zbMATH DE number 1223602
• Identifiability problems in some non-Gaussian spatial random fields

Cites work

• Evaluation of failure probability via surrogate models
• Foundations of machine learning
• scientific article; zbMATH DE number 1715058 (Why is no real title available?)
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Parametric models for samples of random functions
• Response Statistics for Random Heterogeneous Microstructures
• Scikit-learn: machine learning in Python
• UTILIZING ADJOINT-BASED ERROR ESTIMATES FOR SURROGATE MODELS TO ACCURATELY PREDICT PROBABILITIES OF EVENTS

Cited in

(2)

• Random field identification from a sample: Experimental results
• Estimates of system response maxima by extreme value theory and surrogate models

Describes a project that uses

Uses Software

• Scikit
• AK-MCS

This page was built for publication: Identification of input random field samples causing extreme responses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2174750)