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This paper presents an approach for estimating Shapley effects for use as global sensitivity metrics to quantify the relative importance of uncertain model parameters. Polynomial Chaos expansion, a well established approach for developing…

Applications · Statistics 2023-01-12 Adrian Stein , Tarunraj Singh

Enhancing seismic fragility and risk assessment of nuclear power plants relies on accurate prediction of reactor building responses to seismic hazards, which can be further improved through dynamic analysis of high-fidelity finite element…

Applications · Statistics 2026-04-27 Taro Yaoyama , Sangwon Lee , Minoru Matsubara , Kenzo Kodera , Takeshi Ugata , Tatsuya Itoi

Testing earthquake forecasts is essential to obtain scientific information on forecasting models and sufficient credibility for societal usage. We aim at enhancing the testing phase proposed by the Collaboratory for the Study of Earthquake…

Applications · Statistics 2026-02-03 Jonas R. Brehmer , Kristof Kraus , Tilmann Gneiting , Marcus Herrmann , Warner Marzocchi

Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…

Computation · Statistics 2012-11-13 Lorenzo Fagiano , Mustafa Khammash

Seismic fragility curves have been introduced as key components of Seismic Probabilistic Risk Assessment studies. They express the probability of failure of mechanical structures conditional to a seismic intensity measure and must take into…

Applications · Statistics 2022-10-13 Clement Gauchy , Cyril Feau , Josselin Garnier

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

Methodology · Statistics 2025-07-08 A. Pires , M. Moustapha , S. Marelli , B. Sudret

Accurate estimation of long-term risk is essential for the design and analysis of stochastic dynamical systems. Existing risk quantification methods typically rely on extensive datasets involving risk events observed over extended time…

Machine Learning · Computer Science 2025-10-09 Zhuoyuan Wang , Albert Chern , Yorie Nakahira

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

Using error diagrams, we quantify the forecasting of characteristic-earthquake occurrence in a recently introduced minimalist model. Initially we connect the earthquake alarm at a fixed time after the ocurrence of a characteristic event.…

Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…

Numerical Analysis · Mathematics 2016-04-25 H. Cagan Ozen , Guillaume Bal

Near real-time damage diagnosis of building structures after extreme events (e.g., earthquakes) is of great importance in structural health monitoring. Unlike conventional methods that are usually time-consuming and require human expertise,…

Signal Processing · Electrical Eng. & Systems 2019-10-25 Seyed Omid Sajedi , Xiao Liang

Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…

Methodology · Statistics 2019-09-17 Oodally Ajmal , Luc Duchateau , Estelle Kuhn

Various simulation-based and analytical methods have been developed to evaluate the seismic fragilities of individual structures. However, a community's seismic safety and resilience are substantially affected by network reliability,…

Applications · Statistics 2025-04-22 Dongkyu Lee , Ziqi Wang , Junho Song

Polynomial chaos expansions (PCE) are well-suited to quantifying uncertainty in models parameterized by independent random variables. The assumption of independence leads to simple strategies for evaluating PCE coefficients. In contrast,…

Numerical Analysis · Mathematics 2021-05-04 John Jakeman , Fabian Franzelin , Akil Narayan , Michael Eldred , Dirk Plfueger

Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…

Methodology · Statistics 2026-01-15 Nisrine Madhar , Juliette Legrand , Maud Thomas

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

Increasing frequency and intensity of extreme weather events motivates the assessment of power system resilience. The random nature of power system failures during these events mandates probabilistic resilience assessment, but…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Aidan Gerkis , Xiaozhe Wang

One of the most suitable methods for modeling fully dynamic earthquake cycle simulations is the spectral boundary integral element method (sBIEM), which takes advantage of the fast Fourier transform (FFT) to make a complex numerical dynamic…

Geophysics · Physics 2022-02-09 Pierre Romanet , So Ozawa

We have developed a model that describes the major characteristics of a rupture, ranging from regular earthquakes (EQs) to slow slip events (SSEs), including episodic tremor and slip (ETS). Previous model predictions, while accurate, are…

Geophysics · Physics 2019-09-11 Naum I. Gershenzon , Cong Zhou , Thomas Skinner

Given a stochastic dynamical system modelled via stochastic differential equations (SDEs), we evaluate the safety of the system through characterizations of its exit time moments. We lift the (possibly nonlinear) dynamics into the space of…

Systems and Control · Electrical Eng. & Systems 2022-09-19 Peter Du , Katherine Driggs-Campbell , Roy Dong