Failure probability estimation of functions with binary outcomes via adaptive sequential sampling

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F22%3APU147455" target="_blank" >RIV/00216305:26110/22:PU147455 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Failure probability estimation of functions with binary outcomes via adaptive sequential sampling
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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Project
<a href="/en/project/GF22-06684K" target="_blank" >GF22-06684K: Energy dissipation-based approach to stochastic fatigue of concrete considering interacting time and temperature effects</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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