1 citations · 1 across the 1 of their papers we have counts for
3 papers
Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation
Maxime El-Masri, Jérôme Morio, Florian Simatos
Rare event probability estimation is an important topic in reliability analysis. Stochastic methods, such as importance sampling, have been developed to estimate such probabilities…
Variance based sensitivity analysis for Monte Carlo and importance sampling reliability assessment with Gaussian processes
Morgane Menz, Sylvain Dubreuil, Jérôme Morio +3
Running a reliability analysis on engineering problems involving complex numerical models can be computationally very expensive, requiring advanced simulation methods to reduce the…
Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis
Pierre Derennes, Jerome Morio, Florian Simatos
In reliability-based design, the estimation of the failure probability is a crucial objective. However, focusing only on the occurrence of the failure event may be insufficient to…