A new efficient simulation method based on Bayes' theorem and importance sampling Markov chain simulation to estimate the failure-probability-based global sensitivity measure

2018 ◽  
Vol 79 ◽  
pp. 364-372 ◽  
Author(s):  
Yanping Wang ◽  
Sinan Xiao ◽  
Zhenzhou Lu
Author(s):  
Hailong Zhao ◽  
Zhufeng Yue ◽  
Yongshou Liu ◽  
Wei Liu ◽  
Zongzhan Gao

In the field of structural reliability, the estimation of failure probability often requires large numbers of time-consuming performance function calls. It is a great challenge to keep the number of function calls to a minimum extent. The aim of this paper is to propose an approach to assess the structural reliability in an efficient way. The proposed method could be viewed as a hybrid reliability method which combines the advantages of adaptive importance sampling, low-discrepancy sampling and artificial neural network. In the proposed method, artificial neural network is introduced to alleviate the computational burden of deterministic and boring engineering analysis, and its introduction guarantees the computational efficiency of the proposed method. While the Markov chain process is adopted to generate the experimental samples which are used to construct the artificial neural network, the introduction of Markov chain process guarantees the adaptivity of the proposed method and makes the proposed method applicable for various reliability problems. The proposed method is shown to be very efficient as the estimated failure probability is very accurate and only a small number of calls to the actual performance function are needed. The effectiveness and engineering applicability of the proposed method are demonstrated by several test examples.


2011 ◽  
Vol 141 ◽  
pp. 594-600
Author(s):  
Xian Sheng Gong ◽  
Gan Qing Zhang

In the practical engineering, to solve the small failure probabilities with correlated high-dimensional variables, the subset simulation (SS) is combined together with the Monte Carlo and importance sampling (IS) method. The samples from the probability density functions (PDF) of the importance sampling are used to construct the intermediate failure events, by which the small failure probabilities are turned into a Markov chain (MC), which is a continuous product made of a series large failure probability or conditional failure probability (CFP) which is easily answered, on which the structural reliability can be efficiently simulated by directly obtaining the samples with correlated ones. Finally, the 3 planet carriers of 3 grade planetary reducers in shield tunneling machine(STM) are as examples to check the algorithm above, the results show that the SS of the IS with correlated variables can highly simulate failure probability.


2019 ◽  
Vol 62 (3) ◽  
pp. 577-586 ◽  
Author(s):  
Garnett P. McMillan ◽  
John B. Cannon

Purpose This article presents a basic exploration of Bayesian inference to inform researchers unfamiliar to this type of analysis of the many advantages this readily available approach provides. Method First, we demonstrate the development of Bayes' theorem, the cornerstone of Bayesian statistics, into an iterative process of updating priors. Working with a few assumptions, including normalcy and conjugacy of prior distribution, we express how one would calculate the posterior distribution using the prior distribution and the likelihood of the parameter. Next, we move to an example in auditory research by considering the effect of sound therapy for reducing the perceived loudness of tinnitus. In this case, as well as most real-world settings, we turn to Markov chain simulations because the assumptions allowing for easy calculations no longer hold. Using Markov chain Monte Carlo methods, we can illustrate several analysis solutions given by a straightforward Bayesian approach. Conclusion Bayesian methods are widely applicable and can help scientists overcome analysis problems, including how to include existing information, run interim analysis, achieve consensus through measurement, and, most importantly, interpret results correctly. Supplemental Material https://doi.org/10.23641/asha.7822592


Symmetry ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 90
Author(s):  
Shufang Song ◽  
Lu Wang

Global sensitivity analysis (GSA) is a useful tool to evaluate the influence of input variables in the whole distribution range. Variance-based methods and moment-independent methods are widely studied and popular GSA techniques despite their several shortcomings. Since probability weighted moments (PWMs) include more information than classical moments and can be accurately estimated from small samples, a novel global sensitivity measure based on PWMs is proposed. Then, two methods are introduced to estimate the proposed measure, i.e., double-loop-repeated-set numerical estimation and double-loop-single-set numerical estimation. Several numerical and engineering examples are used to show its advantages.


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