ADAPTIVE SEQUENTIAL SAMPLING FOR RELIABILITY ESTIMATION OF BINARY FUNCTIONS
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F22%3APU147422" target="_blank" >RIV/00216305:26110/22:PU147422 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.14311/APP.2022.36.0269" target="_blank" >http://dx.doi.org/10.14311/APP.2022.36.0269</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.14311/APP.2022.36.0269" target="_blank" >10.14311/APP.2022.36.0269</a>
Alternative languages
Result language
angličtina
Original language name
ADAPTIVE SEQUENTIAL SAMPLING FOR RELIABILITY ESTIMATION OF BINARY FUNCTIONS
Original language description
A novel method for estimation of rare event probability is proposed, which works also for computational models returning categorical information only: success or failure. It combines the robustness of simulation methods (counting failure events) with the strength of approximation methods which refine the boundary between the failure and safe sets. Two basic tasks are identified: (i) extension of the experimental design (ED) and (ii) estimation of probabilities. The new extension algorithm adds points for limit state evaluation to the ED by balancing the global exploration and local exploitation, and the estimation uses the pointwise information to build a simple surrogate and perform a novel optimized importance sampling. No connection is presumed between the limit function value at point and its proximity to the failure surface. A new global sensitivity measure of the failure probability to individual variables is proposed and obtained as a by-product of the proposed methods.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
20101 - Civil engineering
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
International Probabilistic Workshop 2022
ISBN
978-80-01-07035-2
ISSN
2336-5382
e-ISSN
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Number of pages
11
Pages from-to
269-279
Publisher name
Neuveden
Place of publication
neuveden
Event location
Stellenbosch, South Africa
Event date
Sep 8, 2022
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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