A benchmark study on intelligent sampling techniques in Monte Carlo simulation
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Summary
A benchmark study, comparing Simple or Crude Monte Carlo with four modern sampling techniques: Importance Sampling Monte Carlo, Asymptotic Sampling, Enhanced Sampling and Subset Simulation; which are studied over six problems.
- Type
- article
- Published
- 2015-08-01
- Cited by
- 17
- References
- 24
- Access
- Open access
- OpenAlex
- https://openalex.org/W38162065
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:59796862
Keywords
Latin hypercube sampling, Sampling (signal processing), Monte Carlo method, Benchmark (surveying), Slice sampling
References
- Structural Reliability: Analysis and Prediction
- Otimização de risco estrutural baseada em confiabilidade
- Methods of structural safety
- Asymptotic sampling for high-dimensional reliability analysis
- Applications of Asymptotic Sampling on High Dimensional Structural Dynamic Problems
- System reliability analysis by enhanced Monte Carlo simulation
- Estimation of Small Failure Probabilities in High Dimensions by Subset Simulation
- Closure to “Applications of asymptotic sampling on high dimensional structural dynamic Problems” by M.T. Sichani, S.R.K. Nielsen and C. Bucher
- Efficient estimation of first passage probability of high-dimensional nonlinear systems
- A fast approximate method for parameter sensitivity estimation in Monte Carlo structural reliability
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output From a Computer Code
- Nonlinear positional formulation for space truss analysis
- A benchmark study on importance sampling techniques in structural reliability
- Global structural optimization considering expected consequences of failure and using ANN surrogates
- On Latin hypercube sampling for structural reliability analysis
- Reliability-based design sensitivity by efficient simulation
- A simple FEM formulation for large deflection 2D frame analysis based on position description
- Wind loads on buildings
- Structural reliability analysis using deterministic finite element programs
- Reliability Analysis of Large Structural Systems
Cited by
- Novo método para a avaliação do risco de colapso progressivo em edifícios de alvenaria estrutural
- Sample-based and sample-aggregated based Galerkin projection schemes for structural dynamics
- An improved binary bat flexible sampling algorithm for reliability-based design optimization of truss structures with discrete-continuous variables
- Reliability of tunnel lining design using the Hyperstatic Reaction Method
- New simulation-based frameworks for multi-objective reliability-based design optimization of structures
- Systematic Reliability-Based Approach to Progressive Collapse
- Toward Variability Characterization and Statistic Models’ Constitution for the Prediction of Exponentially Graded Plates’ Static Response
- State-of-the-art of probabilistic performance based structural fire engineering
- Spatial seismic hazard variation and adaptive sampling of portfolio location uncertainty in probabilistic seismic risk analysis
- Fatigue safety assessment of longitudinal and transverse reinforcements for concrete girder bridge designs
- Assessing the effectiveness of ground truth data to capture landscape variability from an agricultural region using Gaussian simulation and geostatistical techniques
- Grassmannian diffusion maps based surrogate modeling via geometric harmonics
- Risk optimization using the Chernoff bound and stochastic gradient descent
- Spatial Seismic Hazard Variation and Adaptive Sampling of Portfolio Location Uncertainty in Probabilistic Seismic Risk Analysis
- Combining Numerical Simulations, Artificial Intelligence and Intelligent Sampling Algorithms to Build Surrogate Models and Calculate the Probability of Failure of Urban Tunnels
- Improving the robust design of piezoelectric energy harvesters by using polynomial chaos expansion and multiobjective optimization
- Using Latin Hypercube Sampling to Improve Solution for a Supply Chain Network Design Problem
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