Gaussian process surrogates for failure detection: A Bayesian experimental design approach

Wang, Hongqiao; Lin, Guang; Li, Jinglai

doi:10.1016/j.jcp.2016.02.053

Title: Gaussian process surrogates for failure detection: A Bayesian experimental design approach

Authors:

; Lin, Guang;

Publication Date:: Sun May 01 00:00:00 EDT 2016

Sponsoring Org.:: USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)

OSTI Identifier:: 1348258

Grant/Contract Number:: DMS-1115887; 11301337

Resource Type:: Publisher's Accepted Manuscript

Journal Name:: Journal of Computational Physics

Additional Journal Information:: Journal Name: Journal of Computational Physics Journal Volume: 313 Journal Issue: C; Journal ID: ISSN 0021-9991

Publisher:: Elsevier

Country of Publication:: United States

Language:: English

Citation Formats


                    Wang, Hongqiao, Lin, Guang, and Li, Jinglai. Gaussian process surrogates for failure detection: A Bayesian experimental design approach.  United States: N. p., 2016. 
Web.  doi:10.1016/j.jcp.2016.02.053.

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                    Wang, Hongqiao, Lin, Guang, & Li, Jinglai. Gaussian process surrogates for failure detection: A Bayesian experimental design approach.  United States.  https://doi.org/10.1016/j.jcp.2016.02.053

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                    Wang, Hongqiao, Lin, Guang, and Li, Jinglai. Sun .  
"Gaussian process surrogates for failure detection: A Bayesian experimental design approach".  United States.  https://doi.org/10.1016/j.jcp.2016.02.053.

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@article{osti_1348258,

  title        = {Gaussian process surrogates for failure detection: A Bayesian experimental design approach},

  author       = {Wang, Hongqiao and Lin, Guang and Li, Jinglai},

  abstractNote = {},

  doi          = {10.1016/j.jcp.2016.02.053},

  journal      = {Journal of Computational Physics},

  number       = C,

  volume       = 313,

  place        = {United States},

  year         = {Sun May 01 00:00:00 EDT 2016},

  month        = {Sun May 01 00:00:00 EDT 2016}

}

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Title: Gaussian process surrogates for failure detection: A Bayesian experimental design approach

Citation Formats

Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions journal, October 2008

Implementation of the simultaneous perturbation algorithm for stochastic optimization journal, July 1998

Metamodel-based importance sampling for structural reliability analysis journal, July 2013

Estimation of entropy and other functionals of a multivariate density journal, December 1989

Bayes–Hermite quadrature journal, November 1991

Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations journal, June 2013

Kriging-based adaptive Importance Sampling algorithms for rare event estimation journal, September 2013

Response‐Surface Approach for Reliability Analysis journal, December 1989

Multivariate stochastic approximation using a simultaneous perturbation gradient approximation journal, March 1992

AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation journal, March 2011

Robustness of maintenance decisions: Uncertainty modelling and value of information journal, December 2013

Bayesian quadrature with non-normal approximating functions journal, January 1998

A new look at the response surface approach for reliability analysis journal, October 1993

Simulation-based optimal Bayesian experimental design for nonlinear systems journal, January 2013

Probabilistic sensitivity analysis of complex models: a Bayesian approach journal, August 2004

A critical appraisal of reliability estimation procedures for high dimensions journal, October 2004

A benchmark study on importance sampling techniques in structural reliability journal, November 1993

CQ2RS: a new statistical approach to the response surface method for reliability analysis journal, January 2003

Multi-output local Gaussian process regression: Applications to uncertainty quantification journal, July 2012

Multi-output separable Gaussian process: Towards an efficient, fully Bayesian paradigm for uncertainty quantification journal, May 2013

Estimation of small failure probabilities in high dimensions by subset simulation journal, October 2001

Sequential design of computer experiments for the estimation of a probability of failure journal, April 2011

A nonparametric estimation of the entropy for absolutely continuous distributions [Correspondence] journal, May 1976

KrigInv: An efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging journal, March 2014

An efficient surrogate-based method for computing rare failure probability journal, October 2011

Fast Parallel Kriging-Based Stepwise Uncertainty Reduction With Application to the Identification of an Excursion Set journal, October 2014

A Cross-Entropy Scheme for Mixtures journal, January 2015

On the estimation of entropy journal, January 1993

Bayesian inference for the uncertainty distribution of computer model outputs journal, December 2002

Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions
journal, October 2008

Implementation of the simultaneous perturbation algorithm for stochastic optimization
journal, July 1998

Metamodel-based importance sampling for structural reliability analysis
journal, July 2013

Estimation of entropy and other functionals of a multivariate density
journal, December 1989

Bayes–Hermite quadrature
journal, November 1991

Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
journal, June 2013

Kriging-based adaptive Importance Sampling algorithms for rare event estimation
journal, September 2013

Response‐Surface Approach for Reliability Analysis
journal, December 1989

Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
journal, March 1992

AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation
journal, March 2011

Robustness of maintenance decisions: Uncertainty modelling and value of information
journal, December 2013

Bayesian quadrature with non-normal approximating functions
journal, January 1998

A new look at the response surface approach for reliability analysis
journal, October 1993

Simulation-based optimal Bayesian experimental design for nonlinear systems
journal, January 2013

Probabilistic sensitivity analysis of complex models: a Bayesian approach
journal, August 2004

A critical appraisal of reliability estimation procedures for high dimensions
journal, October 2004

A benchmark study on importance sampling techniques in structural reliability
journal, November 1993

CQ2RS: a new statistical approach to the response surface method for reliability analysis
journal, January 2003

Multi-output local Gaussian process regression: Applications to uncertainty quantification
journal, July 2012

Multi-output separable Gaussian process: Towards an efficient, fully Bayesian paradigm for uncertainty quantification
journal, May 2013

Estimation of small failure probabilities in high dimensions by subset simulation
journal, October 2001

Sequential design of computer experiments for the estimation of a probability of failure
journal, April 2011

A nonparametric estimation of the entropy for absolutely continuous distributions [Correspondence]
journal, May 1976

KrigInv: An efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging
journal, March 2014

An efficient surrogate-based method for computing rare failure probability
journal, October 2011

Fast Parallel Kriging-Based Stepwise Uncertainty Reduction With Application to the Identification of an Excursion Set
journal, October 2014

A Cross-Entropy Scheme for Mixtures
journal, January 2015

On the estimation of entropy
journal, January 1993

Bayesian inference for the uncertainty distribution of computer model outputs
journal, December 2002