activity
20242026
most citedCovariance-free Bi-fidelity Control Variates Importance Sampling for Rare Event Reliability Analysis

1 citations · 1 across the 5 of their papers we have counts for

collaborators

5 papers

stat.CO2026

SuSIE: Subset Simulation with Intrepid Exploration

Adwait Sharma, Promit Chakroborty, Michael D. Shields

This work explores the challenges associated with the subset simulation framework - a well-established algorithm for estimating structural reliability - in settings involving multi…

stat.ME2025

The tail wags the distribution: Only sample the tails for efficient reliability analysis

Promit Chakroborty, Michael D. Shields

To ensure that real-world infrastructure is safe and durable, systems are designed to not fail for any but the most rarely occurring parameter values. By only happening deep in the…

stat.ME2024

Intrepid MCMC: Metropolis-Hastings with Exploration

Promit Chakroborty, Michael D. Shields

In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numer…

stat.ME2024★ 1 cited

Covariance-free Bi-fidelity Control Variates Importance Sampling for Rare Event Reliability Analysis

Promit Chakroborty, Somayajulu L. N. Dhulipala, Michael D. Shields

Multifidelity modeling has been steadily gaining attention as a tool to address the problem of exorbitant model evaluation costs that makes the estimation of failure probabilities…

stat.ML2024

Reliability Analysis of Complex Systems using Subset Simulations with Hamiltonian Neural Networks

Denny Thaler, Somayajulu L. N. Dhulipala, Franz Bamer +2

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampli…