Details
| Original language | English |
|---|---|
| Title of host publication | Proceedings of ISMA 2022 - International Conference on Noise and Vibration Engineering and USD 2022 - International Conference on Uncertainty in Structural Dynamics |
| Editors | W. Desmet, B. Pluymers, D. Moens, S. Neeckx |
| Pages | 4985-4998 |
| Number of pages | 14 |
| ISBN (electronic) | 9789082893151 |
| Publication status | Published - 12 Sept 2022 |
| Event | ISMA2022 - International Conference on Noise and Vibration Engineering; USD2022 - International Conference on Uncertainty in Structural Dynamics - Leuven, Belgium Duration: 12 Sept 2022 → 14 Sept 2022 |
Abstract
This article describes a new adaptive Kriging method designed to alleviate the limitations of other related approaches encounter in cases of extremely rare failure events. The main idea is to iteratively reduce both surrogate modelling error and sampling error. To do so the adaptive Kriging framework is associated with the multiple adaptive importance sampling scheme where the auxiliary distribution is iteratively built as a near-optimal Gaussian mixture. The estimator associated with he Gaussian mixture importance sampling is given as well as a stopping criterion based on both the estimated sampling and modelling error. The performances are finally illustrated on two benchmark problems.
ASJC Scopus subject areas
- Engineering(all)
- Mechanical Engineering
- Engineering(all)
- Mechanics of Materials
- Physics and Astronomy(all)
- Acoustics and Ultrasonics
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Proceedings of ISMA 2022 - International Conference on Noise and Vibration Engineering and USD 2022 - International Conference on Uncertainty in Structural Dynamics. ed. / W. Desmet; B. Pluymers; D. Moens; S. Neeckx. 2022. p. 4985-4998.
Research output: Chapter in book/report/conference proceeding › Conference contribution › Research › peer review
}
TY - GEN
T1 - A new scheme combining adaptive Kriging with adaptative variance-reduction using Gaussian mixture importance sampling
AU - Persoons, A.
AU - Wei, P.
AU - Bogaerts, L.
AU - Moens, D.
AU - Broggi, M.
AU - Beer, M.
N1 - Publisher Copyright: © 2022 Proceedings of ISMA 2022 - International Conference on Noise and Vibration Engineering and USD 2022 - International Conference on Uncertainty in Structural Dynamics. All rights reserved.
PY - 2022/9/12
Y1 - 2022/9/12
N2 - This article describes a new adaptive Kriging method designed to alleviate the limitations of other related approaches encounter in cases of extremely rare failure events. The main idea is to iteratively reduce both surrogate modelling error and sampling error. To do so the adaptive Kriging framework is associated with the multiple adaptive importance sampling scheme where the auxiliary distribution is iteratively built as a near-optimal Gaussian mixture. The estimator associated with he Gaussian mixture importance sampling is given as well as a stopping criterion based on both the estimated sampling and modelling error. The performances are finally illustrated on two benchmark problems.
AB - This article describes a new adaptive Kriging method designed to alleviate the limitations of other related approaches encounter in cases of extremely rare failure events. The main idea is to iteratively reduce both surrogate modelling error and sampling error. To do so the adaptive Kriging framework is associated with the multiple adaptive importance sampling scheme where the auxiliary distribution is iteratively built as a near-optimal Gaussian mixture. The estimator associated with he Gaussian mixture importance sampling is given as well as a stopping criterion based on both the estimated sampling and modelling error. The performances are finally illustrated on two benchmark problems.
UR - http://www.scopus.com/inward/record.url?scp=85195910094&partnerID=8YFLogxK
U2 - 10.5281/zenodo.7568688
DO - 10.5281/zenodo.7568688
M3 - Conference contribution
AN - SCOPUS:85195910094
SP - 4985
EP - 4998
BT - Proceedings of ISMA 2022 - International Conference on Noise and Vibration Engineering and USD 2022 - International Conference on Uncertainty in Structural Dynamics
A2 - Desmet, W.
A2 - Pluymers, B.
A2 - Moens, D.
A2 - Neeckx, S.
T2 - ISMA2022 - International Conference on Noise and Vibration Engineering; USD2022 - International Conference on Uncertainty in Structural Dynamics
Y2 - 12 September 2022 through 14 September 2022
ER -