Reliability analysis of performance functions via adaptive sequential sampling with detection of failure surfaces

We propose an improved method for estimating rare event probabilities in computational models with smooth performance functions.Building on a previously developed robust strategy for generally non-smooth or discrete-state performance functions, we enhance scalability and efficiency by replacing the original nearest-neighbor surrogate with a Gaussian process regression model.This surrogate leverages numerical limit state values to preselect potential candidates in an active learning scheme that balances exploration and exploitation.The resulting method significantly reduces the number of required evaluations, particularly in low-dimensional problems, while extending applicability to higher-dimensional settings.

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Publication Details

Published
2025-01-01
DOI
https://doi.org/10.23967/icossar.2025.094
Primary Topic
Advanced Statistical Process Monitoring
Type
article
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article

Reliability analysis of performance functions via adaptive sequential sampling with detection of failure surfaces

Miroslav Vořechovský
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Advanced Statistical Process Monitoring
article

Reliability analysis of performance functions via adaptive sequential sampling with detection of failure surfaces

Miroslav Vořechovský
article en

Abstract

We propose an improved method for estimating rare event probabilities in computational models with smooth performance functions.Building on a previously developed robust strategy for generally non-smooth or discrete-state performance functions, we enhance scalability and efficiency by replacing the original nearest-neighbor surrogate with a Gaussian process regression model.This surrogate leverages numerical limit state values to preselect potential candidates in an active learning scheme that balances exploration and exploitation.The resulting method significantly reduces the number of required evaluations, particularly in low-dimensional problems, while extending applicability to higher-dimensional settings.

Openalex Percentile: Top 86%
Advanced Statistical Process Monitoring
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