A critical appraisal of reliability estimation procedures for high dimensions

G. I. Schuëller; H. J. Pradlwarter; P. S. Koutsourelakis

doi:10.1016/j.probengmech.2004.05.004

A critical appraisal of reliability estimation procedures for high dimensions

G. I. Schuëller, H. J. Pradlwarter, P. S. Koutsourelakis

University of Innsbruck

Research output: Contribution to journal › Article › peer-review

466 Scopus citations

Abstract

A critical appraisal of reliability procedures for high dimensions is presented. Available approximate methods and methods based on Monte Carlo simulation are discussed. It is shown that procedures which perform well in low dimensions may become impractical if the dimension increases considerably or tends to infinity. It is observed that some types of Monte Carlo based simulation procedures in fact are capable of treating high dimensional problems.

Original language	English
Pages (from-to)	463-474
Number of pages	12
Journal	Probabilistic Engineering Mechanics
Volume	19
Issue number	4
DOIs	https://doi.org/10.1016/j.probengmech.2004.05.004
State	Published - Oct 2004
Externally published	Yes

Keywords

Approximate methods
Monte Carlo simulation
Reliability
Stochastic structural mechanics
Variance reduction techniques

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10.1016/j.probengmech.2004.05.004

Cite this

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title = "A critical appraisal of reliability estimation procedures for high dimensions",

abstract = "A critical appraisal of reliability procedures for high dimensions is presented. Available approximate methods and methods based on Monte Carlo simulation are discussed. It is shown that procedures which perform well in low dimensions may become impractical if the dimension increases considerably or tends to infinity. It is observed that some types of Monte Carlo based simulation procedures in fact are capable of treating high dimensional problems.",

keywords = "Approximate methods, Monte Carlo simulation, Reliability, Stochastic structural mechanics, Variance reduction techniques",

author = "Schu{\"e}ller, {G. I.} and Pradlwarter, {H. J.} and Koutsourelakis, {P. S.}",

note = "Funding Information: This project was partially supported by the Austrian Research Council (FWF) under contract P16769-N12. This support is gratefully acknowledged by the authors. ",

year = "2004",

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doi = "10.1016/j.probengmech.2004.05.004",

language = "English",

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T1 - A critical appraisal of reliability estimation procedures for high dimensions

AU - Schuëller, G. I.

AU - Pradlwarter, H. J.

AU - Koutsourelakis, P. S.

N1 - Funding Information: This project was partially supported by the Austrian Research Council (FWF) under contract P16769-N12. This support is gratefully acknowledged by the authors.

PY - 2004/10

Y1 - 2004/10

N2 - A critical appraisal of reliability procedures for high dimensions is presented. Available approximate methods and methods based on Monte Carlo simulation are discussed. It is shown that procedures which perform well in low dimensions may become impractical if the dimension increases considerably or tends to infinity. It is observed that some types of Monte Carlo based simulation procedures in fact are capable of treating high dimensional problems.

AB - A critical appraisal of reliability procedures for high dimensions is presented. Available approximate methods and methods based on Monte Carlo simulation are discussed. It is shown that procedures which perform well in low dimensions may become impractical if the dimension increases considerably or tends to infinity. It is observed that some types of Monte Carlo based simulation procedures in fact are capable of treating high dimensional problems.

KW - Approximate methods

KW - Monte Carlo simulation

KW - Reliability

KW - Stochastic structural mechanics

KW - Variance reduction techniques

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U2 - 10.1016/j.probengmech.2004.05.004

DO - 10.1016/j.probengmech.2004.05.004

M3 - Article

AN - SCOPUS:4644289660

SN - 0266-8920

VL - 19

SP - 463

EP - 474

JO - Probabilistic Engineering Mechanics

JF - Probabilistic Engineering Mechanics

IS - 4

ER -

A critical appraisal of reliability estimation procedures for high dimensions

Abstract

Keywords

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