First-order saddlepoint approximation for reliability analysis

177 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

A sequential surrogate method for reliability analysis based on radial basis function (2017, methodology): “to Rosenblatt transformation [9], are transformed into standard normal distribution space U, where the”
System reliability analysis with saddlepoint approximation (2010, methodology): “(For nonexistence of a closed-form CGF, refer to Du and Sudjianto (2004) .) With the linear form in (11), the CGF of Y = g(X) is then given by”
A Sampling Approach to Extreme Value Distribution for Time-Dependent Reliability Analysis (2013, methodology): “The saddlepoint approximation method [25] is widely used to approximate a CDF, especially the tail of the CDF, with excellent accuracy [26,27].”
A comparative study of probability estimation methods for reliability analysis (2011, methodology): “It is noted that, in addition to using statistical moments, it is also possible to use the first-order Taylor expansion of the performance function at the most likelihood point to estimate the CGFs of the performance function (Du and Sudjianto 2004).”
Unified uncertainty analysis by the mean value first order saddlepoint approximation (2012, methodology): “To address this problem, a unified uncertainty analysis (UUA) based on the FORM has been proposed recently by Du et al. (2005) and Du (2008a).”