Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems

We consider an input-to-response (ItR) system characterized by (1) parameterized input with a known probability distribution and (2) stochastic ItR function with heteroscedastic randomness. Our purpose is to efficiently quantify the extreme response probability when the ItR function is expensive to...

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Veröffentlicht in:	Computer methods in applied mechanics and engineering 2022-05, Vol.395, p.114979, Article 114979
Hauptverfasser:	Gong, Xianliang, Pan, Yulin
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayesian analysis Bayesian experimental design Design of experiments Estimation Extreme events Gaussian process Parameterization Parameters Probability theory Randomness Ship motion Statistical analysis Stochastic systems Uncertainty Wave groups
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