An efficient surrogate-based method for computing rare failure probability
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Publication:422494
DOI10.1016/j.jcp.2011.08.008zbMath1370.65005OpenAlexW2150592616MaRDI QIDQ422494
Dongbin Xiu, Jinglai Li, Jing Li
Publication date: 18 May 2012
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2011.08.008
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Cites Work
- The transform likelihood ratio method for rare event simulation with heavy tails
- Evaluation of failure probability via surrogate models
- Uses and abuses of statistical simulation
- Optimization of computer simulation models with rare events
- Introduction to rare event simulation.
- Adapted polynomial chaos expansion for failure detection
- A tutorial on the cross-entropy method
- A Study on the Cross-Entropy Method for Rare-Event Probability Estimation
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- On Information and Sufficiency
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