Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models

© 2017 Elsevier Inc. In failure probability estimation, importance sampling constructs a biasing distribution that targets the failure event such that a small number of model evaluations is sufficient to achieve a Monte Carlo estimate of the failure probability with an acceptable accuracy; however,...

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Bibliographic Details
Main Authors: Peherstorfer, Benjamin (Author), Kramer, Boris (Author), Willcox, Karen (Author)
Format: Article
Language:English
Published: Elsevier BV, 2021-10-27T20:29:09Z.
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