Open Collections

Targeted random sampling for time-invariant reliability analysis

International Conference on Applications of Statistics and Probability (12th : 2015 : Vancouver, B.C.)

The Targeted Random Sampling (TRS) method is extended to moderate-to-high dimensional time invariant reliability analysis. TRS is an adaptive sampling method rooted in stratified sampling variance reduction technique and represents a specific algorithm for Refined Stratified Sampling. In this work, a Markov Chain is used to sample the space densely in the vicinity of the limit stat and multi-dimensional stratum division is proposed along with a neural network based approximation of the performance function. The method is shown to perform efficiently and accurately for estimation of probability of failure for a 20 dimensional problem.

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This collection contains the proceedings of ICASP12, the 12th International Conference on Applications of Statistics and Probability in Civil Engineering held in Vancouver, Canada on July 12-15, 2015. Abstracts were peer-reviewed and authors of accepted abstracts were invited to submit full papers. Also full papers were peer reviewed. The editor for this collection is Professor Terje Haukaas, Department of Civil Engineering, UBC Vancouver.

Vancouver : University of British Columbia Library

10.14288/1.0076198

Non UBC

Unreviewed

http://creativecommons.org/licenses/by-nc-nd/2.5/ca/