Reliability-based design optimization of problems with correlated input variables using a Gaussian Copula
By Yoojeong Noh, Kyung K. Choi, Liu Du. 2009
197 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/9373c2774826e2fbb7897ce6fef52e49700212c1
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Theory and Mathematics
In Management Science and Operations Research
In Statistics and Probability
- Dianqing Li
- Xiao-Song Tang
- Kok-Kwang Phoon
- Li-min Zhang
- Chuangbing Zhou
- Wei Chen
- Ying Xiong
- Shuxing Yang
Citations in the corpus
- System reliability-based design optimization using the MPP-based dimension reduction method (2010, unknown): “It is known that σ ′f , b, and ε′f, c are highly negatively correlated (Noh et al. 2009a; Socie 2003; Annis 2004).”
- Weighted stochastic response surface method considering sample weights (2011, methodology): “When input random variables are correlated, they should be first transformed into independent variables using Rosenblatt (1952) or Nataf transformation ( Noh et al. 2009 ).”
- Bivariate distribution models using copulas for reliability analysis (2013, background): “Except for some special cases, the integration of equation (10) over the failure domain g(X) 4 0 cannot be performed analytically.”
- Impact of copulas for modeling bivariate distributions on system reliability (2013, methodology): “Conventionally, the Nataf model [8,14,16,17] is used to construct the joint CDF or PDF based on incomplete probability information.”