Rare event estimation using stochastic spectral embedding

no code implementations • 9 Jun 2021 • P. -R. Wagner, S. Marelli, I. Papaioannou, D. Straub, B. Sudret

Estimating the probability of rare failure events is an essential step in the reliability assessment of engineering systems.

Active Learning

Stochastic spectral embedding

no code implementations • 9 Apr 2020 • S. Marelli, P. -R. Wagner, C. Lataniotis, B. Sudret

Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification.

Uncertainty Quantification