First excursion probabilities for linear systems by very efficient importance sampling
By Siu-Kui Au, James L. Beck. 2001
263 citations recorded by the source corpus.
Subfields: Safety, Risk, Reliability and Quality, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/c45d3a172b973745484d928114e210221b0b3dce
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Safety, Risk, Reliability and Quality
- Gerhart I. Schuëller
- Costas Papadimitriou
- Helmut J. Pradlwarter
- Panagiotis Panetsos
- E. Ntotsios
- Konstantinos Christodoulou
- Jianbing Chen
- Jie Li
In Statistics and Probability
- Jun Xu
- Gerhart I. Schuëller
- Costas Papadimitriou
- Jianbing Chen
- Jie Li
- Helmut J. Pradlwarter
- E. Ntotsios
- Konstantinos Christodoulou
Citations in the corpus
- Bayesian system identification based on probability logic (2010, methodology): “Defining failure as the maximum interstory drift of any story of the structure exceeding some threshold value, the posterior robust failure probability is calculated using a stochastic simulation algorithm similar to the extremely efficient ISEE algorithm for linear dynamics [41].”
- Structural model updating and prediction variability using Pareto optimal models (2008, methodology): “The failure probability is obtained using efficient stochastic simulation methods available for linear systems [ 38 ,39] for 2000 samples.”
- Probability density evolution analysis of engineering structures via cubature points (2012, background): “the crude Monte Carlo [34] and various improved sampling methods [1].”
- Uncertainty analysis of complex structural systems (2009, methodology): “First, an efficient Importance Sampling procedure to evaluate first excursion probabilities for deterministic linear systems subjected to Gaussian white noise excitation has been proposed in [2].”