相关论文: Rare Event Simulation for non-Markovian repairable…

We propose a class of strongly efficient rare event simulation estimators for random walks and compound Poisson processes with a regularly varying increment/jump-size distribution in a general large deviations regime. Our estimator is based…

This paper considers the design-phase safety analysis of vehicle guidance systems. The proposed approach constructs dynamic fault trees (DFTs) to model a variety of safety concepts and E/E architectures for drive automation. The fault trees…

This article focuses, in the context of epidemic models, on rare events that may possibly correspond to crisis situations from the perspective of Public Health. In general, no close analytic form for their occurrence probabilities is…

We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…

Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…

Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…

Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

This paper presents a new state space generation approach for dynamic fault trees (DFTs) together with a technique to synthesise failures rates in DFTs. Our state space generation technique aggressively exploits the DFT structure ---…

Fault tree analysis is a technique widely used in risk and reliability analysis of complex engineering systems given its deductive nature and relatively simple interpretation. In a fault tree, events are usually represented by a binary…

Exploiting stochastic path integral theory, we obtain \emph{by simulation} substantial gains in efficiency for the computation of reaction rates in one-dimensional, bistable, overdamped stochastic systems. Using a well-defined measure of…

Estimating the probability of failures or accidents with aerospace systems is often necessary when new concepts or designs are introduced, as it is being done for Autonomous Aircraft. If the design is safe, as it is supposed to be, accident…

The reliability of a complex industrial system can rarely be assessed analytically. As system failure is often a rare event, crude Monte-Carlo methods are prohibitively expensive from a computational point of view. In order to reduce…

Estimating the probability of rare failure events is an essential step in the reliability assessment of engineering systems. Computing this failure probability for complex non-linear systems is challenging, and has recently spurred the…

Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for…

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The…

Dynamic Fault Trees (DFTs) is a widely used failure modeling technique that allows capturing the dynamic failure characteristics of systems in a very effective manner. Simulation and model checking have been traditionally used for the…

Reliability-based topology optimization (RBTO) requires repeated estimation of small failure probabilities and their gradients, making conventional nested Monte Carlo approaches computationally prohibitive for large scale structural…

The robustness of fault detection algorithms against uncertainty is crucial in the real-world industrial environment. Recently, a new probabilistic design scheme called distributionally robust fault detection (DRFD) has emerged and received…