A review and assessment of importance sampling methods for reliability analysis

A Tabandeh, G Jia, P Gardoni - Structural Safety, 2022 - Elsevier
This paper reviews the mathematical foundation of the importance sampling technique and
discusses two general classes of methods to construct the importance sampling density (or …

Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review

C Song, R Kawai - Probabilistic Engineering Mechanics, 2023 - Elsevier
Monte Carlo methods have attracted constant and even increasing attention in structural
reliability analysis with a wide variety of developments seamlessly presented over decades …

[HTML][HTML] Active learning for structural reliability: Survey, general framework and benchmark

M Moustapha, S Marelli, B Sudret - Structural Safety, 2022 - Elsevier
Active learning methods have recently surged in the literature due to their ability to solve
complex structural reliability problems within an affordable computational cost. These …

LIF: A new Kriging based learning function and its application to structural reliability analysis

Z Sun, J Wang, R Li, C Tong - Reliability Engineering & System Safety, 2017 - Elsevier
The main task of structural reliability analysis is to estimate failure probability of a studied
structure taking randomness of input variables into account. To consider structural behavior …

REIF: a novel active-learning function toward adaptive Kriging surrogate models for structural reliability analysis

X Zhang, L Wang, JD Sørensen - Reliability Engineering & System Safety, 2019 - Elsevier
Structural reliability analysis is typically evaluated based on a multivariate function that
describes underlying failure mechanisms of a structural system. It is necessary for a …

Assessing small failure probabilities by AK–SS: An active learning method combining Kriging and Subset Simulation

X Huang, J Chen, H Zhu - Structural Safety, 2016 - Elsevier
With complex performance functions and time-demanding computation of structural
responses, the estimation of small failure probabilities is a challenging problem in …

An active-learning algorithm that combines sparse polynomial chaos expansions and bootstrap for structural reliability analysis

S Marelli, B Sudret - Structural Safety, 2018 - Elsevier
Polynomial chaos expansions (PCE) have seen widespread use in the context of uncertainty
quantification. However, their application to structural reliability problems has been hindered …

AKSE: A novel adaptive Kriging method combining sampling region scheme and error-based stop** criterion for structural reliability analysis

J Wang, G Xu, Y Li, A Kareem - Reliability Engineering & System Safety, 2022 - Elsevier
The reliability analysis of complex structures usually involves implicit performance function
and expensive-to-evaluate computational models, which pose a great challenge for the …

Rare-event probability estimation with adaptive support vector regression surrogates

JM Bourinet - Reliability Engineering & System Safety, 2016 - Elsevier
Assessing rare event probabilities still suffers from its computational cost despite some
available methods widely accepted by researchers and engineers. For low to moderately …

ESC: an efficient error-based stop** criterion for kriging-based reliability analysis methods

Z Wang, A Shafieezadeh - Structural and Multidisciplinary Optimization, 2019 - Springer
The ever-increasing complexity of numerical models and associated computational
demands have challenged classical reliability analysis methods. Surrogate model-based …