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Published in 2019 at "Applied Mathematical Modelling"
DOI: 10.1016/j.apm.2019.06.010
Abstract: Abstract Establishing reliability-based importance ranking of bridges in a transportation network usually entails significant computational efforts, especially for large-scale networks. This paper proposes a non-parametric stochastic subset optimization (NP-SSO) algorithm to efficiently identify the reliability-based…
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Keywords:
based importance;
bridges transportation;
importance ranking;
importance ... See more keywords
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Published in 2021 at "Computers and Geotechnics"
DOI: 10.1016/j.compgeo.2021.104434
Abstract: Abstract This paper develops an efficient algorithm that combines polynomial-chaos kriging (PCK) and adaptive radial-based importance sampling (ARBIS) for reliability analysis. The key idea of ARBIS is to adaptively determine a sphere with the center…
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Keywords:
chaos kriging;
radial based;
adaptive radial;
polynomial chaos ... See more keywords
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Published in 2017 at "Advances in Applied Probability"
DOI: 10.1017/apr.2017.31
Abstract: Abstract Subsolutions to the Hamilton–Jacobi–Bellman equation associated with a moderate deviations approximation are used to design importance sampling changes of measure for stochastic recursive equations. Analogous to what has been done for large deviations subsolution-based…
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Keywords:
stochastic recursive;
moderate deviations;
importance sampling;
based importance ... See more keywords