Iason Papaioannou

SIAM J. Sci. Comput., 2024

Bayesian improved cross entropy method with categorical mixture models for network reliability assessment.

[BibT_eX]

[DOI]

Jianpeng Chan

Reliab. Eng. Syst. Saf., 2024

Maximum a Posteriori Estimation for Linear Structural Dynamics Models Using Bayesian Optimization with Rational Polynomial Chaos Expansions.

[BibT_eX]

[DOI]

CoRR, 2024

2023

Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method.

[BibT_eX]

[DOI]

SIAM/ASA J. Uncertain. Quantification, March, 2023

Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling.

[BibT_eX]

[DOI]

J. Comput. Phys., 2023

2022

Sequential Active Learning of Low-Dimensional Model Representations for Reliability Analysis.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2022

Decision-theoretic reliability sensitivity.

[BibT_eX]

[DOI]

Reliab. Eng. Syst. Saf., 2022

An adaptive subset simulation algorithm for system reliability analysis with discontinuous limit states.

[BibT_eX]

[DOI]

Jianpeng Chan

Reliab. Eng. Syst. Saf., 2022

Bayesian post-processing of Monte Carlo simulation in reliability analysis.

[BibT_eX]

[DOI]

Wolfgang Betz

Reliab. Eng. Syst. Saf., 2022

The Ensemble Kalman Filter for Rare Event Estimation.

[BibT_eX]

[DOI]

Fabian Wagner

SIAM/ASA J. Uncertain. Quantification, 2022

Sparse Bayesian Learning for Complex-Valued Rational Approximations.

[BibT_eX]

[DOI]

Felix Schneider

Gerhard Müller

CoRR, 2022

2021

Error Analysis for Probabilities of Rare Events with Approximate Models.

[BibT_eX]

[DOI]

SIAM J. Numer. Anal., 2021

Variance-based reliability sensitivity analysis and the FORM α-factors.

[BibT_eX]

[DOI]

Reliab. Eng. Syst. Saf., 2021

Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation.

[BibT_eX]

[DOI]

SIAM/ASA J. Uncertain. Quantification, 2021

Rare event estimation using stochastic spectral embedding.

[BibT_eX]

[DOI]

CoRR, 2021

Uncertainty quantification of microstructure variability and mechanical behaviour of additively manufactured lattice structures.

[BibT_eX]

[DOI]

Nina Korshunova

Stefan Kollmannsberger

Ernst Rank

CoRR, 2021

2020

Multilevel Sequential Importance Sampling for Rare Event Estimation.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2020

Global sensitivity analysis in high dimensions with PLS-PCE.

[BibT_eX]

[DOI]

Reliab. Eng. Syst. Saf., 2020

A framework for global reliability sensitivity analysis in the presence of multi-uncertainty.

[BibT_eX]

[DOI]

Reliab. Eng. Syst. Saf., 2020

Sparse Polynomial Chaos expansions using variational relevance vector machines.

[BibT_eX]

[DOI]

J. Comput. Phys., 2020

2019

Improved cross entropy-based importance sampling with a flexible mixture model.

[BibT_eX]

[DOI]

Sebastian Geyer

Reliab. Eng. Syst. Saf., 2019

PLS-based adaptation for efficient PCE representation in high dimensions.

[BibT_eX]

[DOI]

J. Comput. Phys., 2019

2018

Multilevel Sequential<sup>2</sup> Monte Carlo for Bayesian inverse problems.

[BibT_eX]

[DOI]

Jonas Latz

J. Comput. Phys., 2018

2016

Bayesian analysis of rare events.

[BibT_eX]

[DOI]

Wolfgang Betz

J. Comput. Phys., 2016

2015

Multilevel Estimation of Rare Events.

[BibT_eX]

[DOI]