Adaptive sequential sampling for reliability estimation of binary functions
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 refin...
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| Format: | Article |
| Language: | English |
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Czech Technical University in Prague
2022-08-01
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| Series: | Acta Polytechnica CTU Proceedings |
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| Online Access: | https://ojs.cvut.cz/ojs/index.php/APP/article/view/8399 |
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| _version_ | 1849248258072772608 |
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| author | Miroslav Vořechovský |
| author_facet | Miroslav Vořechovský |
| author_sort | Miroslav Vořechovský |
| collection | DOAJ |
| 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. |
| format | Article |
| id | doaj-art-eea6257fa2034baeb895b8a3a24544a5 |
| institution | Kabale University |
| issn | 2336-5382 |
| language | English |
| publishDate | 2022-08-01 |
| publisher | Czech Technical University in Prague |
| record_format | Article |
| series | Acta Polytechnica CTU Proceedings |
| spelling | doaj-art-eea6257fa2034baeb895b8a3a24544a52025-08-20T03:57:55ZengCzech Technical University in PragueActa Polytechnica CTU Proceedings2336-53822022-08-013626927910.14311/APP.2022.36.02695639Adaptive sequential sampling for reliability estimation of binary functionsMiroslav Vořechovský0Brno University of Technology, Institute of Structural Mechanics, Faculty of Civil Engineering, Veveří 331/95, 602 00 Brno, Czech RepublicA 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.https://ojs.cvut.cz/ojs/index.php/APP/article/view/8399exploitationexplorationreliability |
| spellingShingle | Miroslav Vořechovský Adaptive sequential sampling for reliability estimation of binary functions Acta Polytechnica CTU Proceedings exploitation exploration reliability |
| title | Adaptive sequential sampling for reliability estimation of binary functions |
| title_full | Adaptive sequential sampling for reliability estimation of binary functions |
| title_fullStr | Adaptive sequential sampling for reliability estimation of binary functions |
| title_full_unstemmed | Adaptive sequential sampling for reliability estimation of binary functions |
| title_short | Adaptive sequential sampling for reliability estimation of binary functions |
| title_sort | adaptive sequential sampling for reliability estimation of binary functions |
| topic | exploitation exploration reliability |
| url | https://ojs.cvut.cz/ojs/index.php/APP/article/view/8399 |
| work_keys_str_mv | AT miroslavvorechovsky adaptivesequentialsamplingforreliabilityestimationofbinaryfunctions |