Efficient metamodel-based importance sampling coupled with single-loop estimation method for parameter global reliability sensitivity analysis

Wanying Yun, Fengyuan Li, Xiangming Chen, Zhe Wang

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

To efficiently estimate the main effects and total effects of uncertain distribution parameters on the uncertainty of failure probability, we construct single-loop estimation formulas by introducing auxiliary variables through the equal probability transformation. This approach circumvents the original nested triple-loop process. For generating samples used in the derived single-loop estimation formulas, direct Monte Carlo simulation can be employed. To reduce the number of samples in Monte Carlo simulation, the important sampling technique can be integrated into the proposed single-loop estimation formulas. Additionally, to enhance the efficiency of identifying the states (failure or safety) of all used samples, an adaptive Kriging model can be introduced. Subsequently, the adaptive Kriging model coupled with Monte Carlo simulation, and the adaptive Kriging model coupled with the importance sampling technique, are integrated into the derived single-loop formulas to concurrently and efficiently estimate the main effects and total effects of uncertain distribution parameters. The results of three case studies validate the accuracy and efficiency of the proposed method.

Original languageEnglish
Article number103597
JournalProbabilistic Engineering Mechanics
Volume76
DOIs
StatePublished - Apr 2024

Keywords

  • Adaptive kriging model
  • Importance sampling
  • Parameter global reliability sensitivity indices
  • Parameterized imprecise probability model
  • Single-loop process

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