2 citations · 2 across the 4 of their papers we have counts for
5 papers
Stein Variational Rare Event Simulation
Max Ehre, Iason Papaioannou, Daniel Straub
Rare event simulation and rare event probability estimation are important tasks within the analysis of systems subject to uncertainty and randomness. Simultaneously, accurately est…
Variance-based reliability sensitivity with dependent inputs using failure samples
Max Ehre, Iason Papaioannou, Daniel Straub
Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs pr…
Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method
Max Ehre, Rafael Flock, Martin Fußeder +2
In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulate…
Sequential active learning of low-dimensional model representations for reliability analysis
Max Ehre, Iason Papaioannou, Bruno Sudret +1
To date, the analysis of high-dimensional, computationally expensive engineering models remains a difficult challenge in risk and reliability engineering. We use a combination of d…
Decision-theoretic reliability sensitivity
Daniel Straub, Max Ehre, Iason Papaioannou
We propose and discuss sensitivity metrics for reliability analysis, which are based on the value of information. These metrics are easier to interpret than other existing sensitiv…