Performance of Various Sampling Schemes in Asymptotic Sampling

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F16%3APU122626" target="_blank" >RIV/00216305:26110/16:PU122626 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1007/978-3-319-47886-9" target="_blank" >http://dx.doi.org/10.1007/978-3-319-47886-9</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/978-3-319-47886-9" target="_blank" >10.1007/978-3-319-47886-9</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Performance of Various Sampling Schemes in Asymptotic Sampling

Popis výsledku v původním jazyce

This article deals with the possibility to use Asymptotic Sampling (AS) for estimation of failure probability. The AS algorithm requires samples of multidimensional Gaussian random vector. There are many alternatives how to obtain such a sample and the selection of sampling strategy influences the performance of the AS method. Several reliability problems (testing functions) are selected to test AS with various sampling schemes. First, the functions are analyzed using AS in combination with (i) Monte Carlo designs, (ii) LHS designs optimized using Periodic Audze-Eglājs (PAE) criterion and, (iii) designs prepared using Sobol sequences. Afterwards, the same set of problems has been solved without the AS procedure by direct estimation of failure probability. All the results are also compared with the exact value of the failure probability.

Název v anglickém jazyce

Performance of Various Sampling Schemes in Asymptotic Sampling

Popis výsledku anglicky

This article deals with the possibility to use Asymptotic Sampling (AS) for estimation of failure probability. The AS algorithm requires samples of multidimensional Gaussian random vector. There are many alternatives how to obtain such a sample and the selection of sampling strategy influences the performance of the AS method. Several reliability problems (testing functions) are selected to test AS with various sampling schemes. First, the functions are analyzed using AS in combination with (i) Monte Carlo designs, (ii) LHS designs optimized using Periodic Audze-Eglājs (PAE) criterion and, (iii) designs prepared using Sobol sequences. Afterwards, the same set of problems has been solved without the AS procedure by direct estimation of failure probability. All the results are also compared with the exact value of the failure probability.

Druh

D - Stať ve sborníku

CEP obor

JM - Inženýrské stavitelství

OECD FORD obor

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Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2016

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

14th International Probabilistic Workshop

ISBN

978-3-319-47885-2

ISSN

—

e-ISSN

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Počet stran výsledku

17

Strana od-do

45-61

Název nakladatele

Springer International Publishing AG 2017

Místo vydání

Ghent

Místo konání akce

Ghent

Datum konání akce

5. 12. 2016

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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