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08/09/2023
Stein Variational Rare Event Simulation
Rare event simulation and rare event probability estimation are importan...
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06/17/2023
Variance-based reliability sensitivity with dependent inputs using failure samples
Reliability sensitivity analysis is concerned with measuring the influen...
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04/18/2023
Consensus-based rare event estimation
In this paper, we introduce a new algorithm for rare event estimation ba...
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11/17/2022
Bayesian improved cross entropy method for network reliability assessment
We propose a modification of the improved cross entropy (iCE) method to ...
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06/07/2022
Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method
In inverse problems, the parameters of a model are estimated based on ob...
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06/06/2022
Sparse Bayesian Learning for Complex-Valued Rational Approximations
Surrogate models are used to alleviate the computational burden in engin...
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05/06/2022
On off-line and on-line Bayesian filtering for uncertainty quantification of structural deterioration
Data-informed predictive maintenance planning largely relies on stochast...
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01/12/2022
Rare event estimation with sequential directional importance sampling (SDIS)
In this paper, we propose a sequential directional importance sampling (...
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06/18/2021
The ensemble Kalman filter for rare event estimation
We present a novel sampling-based method for estimating probabilities of...
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06/08/2021
Sequential active learning of low-dimensional model representations for reliability analysis
To date, the analysis of high-dimensional, computationally expensive eng...
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04/02/2021
Decision-theoretic reliability sensitivity
We propose and discuss sensitivity metrics for reliability analysis, whi...
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03/17/2021
Uncertainty quantification of microstructure variability and mechanical behaviour of additively manufactured lattice structures
Process-induced defects are the leading cause of discrepancies between a...
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08/14/2020
Error analysis for probabilities of rare events with approximate models
The estimation of the probability of rare events is an important task in...
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06/09/2020
Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation
The estimation of rare event or failure probabilities in high dimensions...
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12/23/2019
Sparse Polynomial Chaos expansions using Variational Relevance Vector Machines
The challenges for non-intrusive methods for Polynomial Chaos modeling l...
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09/17/2019
Multilevel Sequential Importance Sampling for Rare Event Estimation
The estimation of the probability of rare events is an important task in...
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09/27/2017