Reliability analysis with stratified importance sampling based on adaptive Kriging

•Stratified importance sampling and adaptive Kriging are combined for reliability analysis.•Importance sampling density is constructed through an adaptive Kriging method.•Variable for stratification is chosen based on Kriging surrogate to decrease the cost.•Numerical and practical examples show the...

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Bibliographic Details
Published in:	Reliability engineering & system safety Vol. 197; pp. 106852 - 12
Main Authors:	Xiao, Sinan, Oladyshkin, Sergey, Nowak, Wolfgang
Format:	Journal Article
Language:	English
Published:	Barking Elsevier Ltd 01.05.2020 Elsevier BV
Subjects:	Adaptive learning Adaptive sampling Adaptive systems Carbon dioxide Carbon sequestration Coefficient of variation Computer applications Computing costs Failure Gaussian process Importance sampling Kriging Mathematical analysis Probability Regression analysis Reliability analysis Reliability engineering Sampling Sampling methods Statistical analysis Stratified importance sampling Variance-based sensitivity measure Adaptive learning Reliability analysis Stratified importance sampling Kriging Variance-based sensitivity measure
ISSN:	0951-8320, 1879-0836
Online Access:	Get full text
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