New paper published in Structural Safety
In collaboration with I. Papaioannou and D. Straub from TU Munich (Germany), P.-R. Wagner, S. Marelli, and B. Sudret published a new paper on rare event estimation using the recently developed technique stochastic spectral embedding.
The paper entitled Rare event estimation using stochastic spectral embedding proposes an active-learning reliability method building on our recently proposed technique stochastic spectral embedding (SSE). SSE aims to improve the local approximation accuracy of global, spectral surrogate modelling techniques by sequentially embedding local residual expansions in subdomains of the input space. The new stochastic spectral embedding-based reliability (SSER) method approximates the limit state function by SSE, which results in a decomposition of the failure probability as a sum of easy-to-compute conditional probabilities.
SSER is already publicly available in external page UQLab V2.0 as part of the external page Reliability analysis module.
For more information, please follow external page this link for the publication and this link for the associated report on our internal archive.