Power systems employ measures of reliability indices to indicate the effectiveness a power
system to perform its basic function of supplying electrical energy to its consumers. The …

In structural reliability analysis, the development of an efficient and versatile active learning
method applicable to problems of varying complexities remains a challenging task. The …

Very efficient sampling algorithms have been proposed to estimate rare event probabilities,
such as Importance Sampling or Importance Splitting. Even if the number of samples …

Decomposition-based algorithms for multi-objective optimization problems have increased
in popularity in the past decade. Although convergence to the Pareto optimal front (PF) for …

Monte Carlo simulations are a classical tool to analyse physical systems. When unlikely
events are to be simulated, the importance sampling technique is often used instead of …

In this paper, we present an efficient numerical method for evaluating rare failure probability.
The method is based on a recently developed surrogate-based method from Li and Xiu [J …

In many areas of engineering and science there is an interest in predicting the probability of
rare events, in particular in applications related to safety and security. Increasingly, such …

The estimation of rare event or failure probabilities in high dimensions is of interest in many
areas of science and technology. We consider problems where the rare event is expressed …

We consider an adaptive importance sampling approach to estimating the marginal
likelihood, a quantity that is fundamental in Bayesian model comparison and Bayesian …

Although importance sampling is an established and effective sampling and estimation
technique, it becomes unstable and unreliable for high-dimensional problems. The main …