Estimation of small failure probabilities by partially Bayesian active learning line sampling: theory and algorithm

DOI10.1016/J.CMA.2023.116068MaRDI QIDQ6097631zbMATH OpenOpenAlexFDO

Authors Chao Dang, Marcos A. Valdebenito, Jingwen Song, Pengfei Wei, Michael A. Beer

Publication date 6 June 2023

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

Full work available at URL https://doi.org/10.1016/j.cma.2023.116068

zbMATH Keywords

active learningBayesian inferencefailure probabilityGaussian processline sampling

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

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Cites work

• A new learning function for kriging and its applications to solve reliability problems in engineering
• A table of normal integrals
• Adaptive reliability analysis for rare events evaluation with global imprecise line sampling
• Augmented line sampling for approximation of failure probability function in reliability-based analysis
• Bayes-Hermite quadrature
• Gaussian processes for machine learning.
• Interval uncertainty propagation by a parallel Bayesian global optimization method
• Realistic and efficient reliability estimation for aerospace structures
• Reliability of structures in high dimensions

Cited in

(5)

• Partially Bayesian active learning cubature for structural reliability analysis with extremely small failure probabilities
• AK-Gibbs: an active learning kriging model based on Gibbs importance sampling algorithm for small failure probabilities
• Directional filter combined with active learning for rare failure events
• Adaptive kriging-assisted multi-fidelity subset simulation for reliability analysis
• AMRBF-SS: subset simulation with active learning and multiple kernels radial basis function for small failure probability prediction

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