GLOBAL SENSITIVITY ANALYSIS OF RARE EVENT PROBABILITIES USING SUBSET SIMULATION AND POLYNOMIAL CHAOS EXPANSIONS

Uncertainty quantification of a mathematical model of COVID-19 transmission dynamics with mass vaccination strategy

(2021) Alberto Olivares et al.   CHAOS SOLITONS & FRACTALS

Global sensitivity analysis of failure probability of structures with uncertainties of random variable and their distribution parameters

(2021) Pan Wang et al.   ENGINEERING WITH COMPUTERS

Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis

(2021) Shanyin Tong et al.   Communications in Applied Mathematics and Computational Science

Augmented sample-based approach for efficient evaluation of risk sensitivity with respect to epistemic uncertainty in distribution parameters

(2020) Zhenqiang Wang et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Sensitivity analysis for rare events based on Rényi divergence

(2020) Paul Dupuis et al.   ANNALS OF APPLIED PROBABILITY

Global Sensitivity Analysis of High-Dimensional Neuroscience Models: An Example of Neurovascular Coupling

(2019) J. L. Hart et al.   BULLETIN OF MATHEMATICAL BIOLOGY

A framework for global reliability sensitivity analysis in the presence of multi-uncertainty

(2019) Max Ehre et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Reliability-based sensitivity estimators of rare event probability in the presence of distribution parameter uncertainty

(2018) Vincent Chabridon et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

UTILIZING ADJOINT-BASED ERROR ESTIMATES FOR SURROGATE MODELS TO ACCURATELY PREDICT PROBABILITIES OF EVENTS

(2018) Troy Butler et al.   International Journal for Uncertainty Quantification

Global sensitivity analysis of n-butanol reaction kinetics using rate rules

(2018) Mireille Hantouche et al.   COMBUSTION AND FLAME

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

(2017) Benjamin Peherstorfer et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Sequential Design of Experiment for Sparse Polynomial Chaos Expansions

(2017) Noura Fajraoui et al.   SIAM-ASA Journal on Uncertainty Quantification

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

(2016) M. Navarro Jimenez et al.   JOURNAL OF CHEMICAL PHYSICS

Rare-event probability estimation with adaptive support vector regression surrogates

(2016) J.-M. Bourinet   RELIABILITY ENGINEERING & SYSTEM SAFETY

POF-Darts: Geometric adaptive sampling for probability of failure

(2016) Mohamed S. Ebeida et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

MCMC algorithms for Subset Simulation

(2015) Iason Papaioannou et al.   PROBABILISTIC ENGINEERING MECHANICS

Multilevel Estimation of Rare Events

(2015) Elisabeth Ullmann et al.   SIAM-ASA Journal on Uncertainty Quantification

Density modification-based reliability sensitivity analysis

(2014) P. Lemaître et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Uncertainty quantification and inference of Manning’s friction coefficients using DART buoy data during the Tōhoku tsunami

(2014) Ihab Sraj et al.   OCEAN MODELLING

Better estimation of small sobol' sensitivity indices

(2013) Art B. Owen   ACM Transactions on Modeling and Computer Simulation

Polynomial Chaos expansion for subsurface flows with uncertain soil parameters

(2013) P. Sochala et al.   ADVANCES IN WATER RESOURCES

Geological storage of CO2: Application, feasibility and efficiency of global sensitivity analysis and risk assessment using the arbitrary polynomial chaos

(2013) Meisam Ashraf et al.   International Journal of Greenhouse Gas Control

Global sensitivity analysis in an ocean general circulation model: a sparse spectral projection approach

(2012) Alen Alexanderian et al.   COMPUTATIONAL GEOSCIENCES

Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions

(2011) Konstantin M. Zuev et al.   COMPUTERS & STRUCTURES

An efficient surrogate-based method for computing rare failure probability

(2011) Jing Li et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Efficient surrogate models for reliability analysis of systems with multiple failure modes

(2011) Barron J. Bichon et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Influence of input PDF parameters of a model on a failure probability estimation

(2011) Jérôme Morio   SIMULATION MODELLING PRACTICE AND THEORY

Evaluation of failure probability via surrogate models

(2010) Jing Li et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Efficient computation of global sensitivity indices using sparse polynomial chaos expansions

(2010) Géraud Blatman et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

(2009) Andrea Saltelli et al.   COMPUTER PHYSICS COMMUNICATIONS

Polynomial chaos expansion for sensitivity analysis

(2008) Thierry Crestaux et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY