52 citations · 199 across the 24 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
stat.ML2019★ 25 cited
Sparse Polynomial Chaos expansions using Variational Relevance Vector Machines
Panagiotis Tsilifis, Iason Papaioannou, Daniel Straub +1
The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenge…
math.NA2019★ 23 cited
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…