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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…
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…
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…