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, Kramer, Boris, Willcox, Karen
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Language:English
Published: Elsevier BV 2021
Online Access:https://hdl.handle.net/1721.1/135757