International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP) (12th : 2015)

Low-rank tensor approximations for reliability analysis Konakli, Katerina; Sudret, Bruno


Low-rank tensor approximations have recently emerged as a promising tool for efficiently building surrogates of computational models with high-dimensional input. In this paper, we shed light on issues related to their construction with greedy approaches and demonstrate that meta-models built with small experimental designs can be used to estimate tail probabilities with high accuracy.

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