52 citations · 199 across the 24 of their papers we have counts for
4 papers · 1 filter
Likelihood-informed Model Reduction for Bayesian Inference of Static Structural Loads
Jakob Scheffels, Elizabeth Qian, Iason Papaioannou +1
Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engi…
The ensemble Kalman filter for rare event estimation
Fabian Wagner, Iason Papaioannou, Elisabeth Ullmann
We present a novel sampling-based method for estimating probabilities of rare or failure events. Our approach is founded on the Ensemble Kalman filter (EnKF) for inverse problems.…
Error analysis for probabilities of rare events with approximate models
Fabian Wagner, Jonas Latz, Iason Papaioannou +1
The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit-state fu…
Multilevel Sequential Importance Sampling for Rare Event Estimation
Fabian Wagner, Jonas Latz, Iason Papaioannou +1
The estimation of the probability of rare events is an important task in reliability and risk assessment. We consider failure events that are expressed in terms of a limit state fu…