Details
| Original language | English |
|---|---|
| Title of host publication | Vulnerability, Uncertainty, and Risk |
| Subtitle of host publication | Quantification, Mitigation, and Management - Proceedings of the 2nd International Conference on Vulnerability and Risk Analysis and Management, ICVRAM 2014 and the 6th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2014 |
| Editors | Jim W. Hall, Siu-Kui Au, Michael Beer |
| Publisher | American Society of Civil Engineers (ASCE) |
| Pages | 915-924 |
| Number of pages | 10 |
| ISBN (electronic) | 9780784413609 |
| Publication status | Published - 2014 |
| Externally published | Yes |
| Event | 2nd International Conference on Vulnerability and Risk Analysis and Management, ICVRAM 2014 and the 6th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2014 - Liverpool, United Kingdom (UK) Duration: 13 Jul 2014 → 16 Jul 2014 |
Abstract
In this paper, a novel implementation of the Line Sampling method for computing imprecise probabilities is presented. The model of uncertainty is generalised to include both aleatory and epistemic uncertainties which comprise gaps of knowledge and scarcity of data. The proposed generalised uncertainty model allows for sets of probability distribution functions - also known as credal sets - and sets of bounded variables. The proposed implementation, based on the Adaptive Line Sampling algorithm, not only makes the computation of single probabilities a lot faster but, most importantly, eases the search for lower and upper bounds of the failure probability.
ASJC Scopus subject areas
- Engineering(all)
- Safety, Risk, Reliability and Quality
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Vulnerability, Uncertainty, and Risk: Quantification, Mitigation, and Management - Proceedings of the 2nd International Conference on Vulnerability and Risk Analysis and Management, ICVRAM 2014 and the 6th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2014. ed. / Jim W. Hall; Siu-Kui Au; Michael Beer. American Society of Civil Engineers (ASCE), 2014. p. 915-924.
Research output: Chapter in book/report/conference proceeding › Conference contribution › Research › peer review
}
TY - GEN
T1 - Line sampling for assessing structural reliability with imprecise failure probabilities
AU - de Angelis, M.
AU - Patelli, E.
AU - Beer, M.
PY - 2014
Y1 - 2014
N2 - In this paper, a novel implementation of the Line Sampling method for computing imprecise probabilities is presented. The model of uncertainty is generalised to include both aleatory and epistemic uncertainties which comprise gaps of knowledge and scarcity of data. The proposed generalised uncertainty model allows for sets of probability distribution functions - also known as credal sets - and sets of bounded variables. The proposed implementation, based on the Adaptive Line Sampling algorithm, not only makes the computation of single probabilities a lot faster but, most importantly, eases the search for lower and upper bounds of the failure probability.
AB - In this paper, a novel implementation of the Line Sampling method for computing imprecise probabilities is presented. The model of uncertainty is generalised to include both aleatory and epistemic uncertainties which comprise gaps of knowledge and scarcity of data. The proposed generalised uncertainty model allows for sets of probability distribution functions - also known as credal sets - and sets of bounded variables. The proposed implementation, based on the Adaptive Line Sampling algorithm, not only makes the computation of single probabilities a lot faster but, most importantly, eases the search for lower and upper bounds of the failure probability.
UR - http://www.scopus.com/inward/record.url?scp=84933529698&partnerID=8YFLogxK
U2 - 10.1061/9780784413609.093
DO - 10.1061/9780784413609.093
M3 - Conference contribution
AN - SCOPUS:84933529698
SP - 915
EP - 924
BT - Vulnerability, Uncertainty, and Risk
A2 - Hall, Jim W.
A2 - Au, Siu-Kui
A2 - Beer, Michael
PB - American Society of Civil Engineers (ASCE)
T2 - 2nd International Conference on Vulnerability and Risk Analysis and Management, ICVRAM 2014 and the 6th International Symposium on Uncertainty Modeling and Analysis, ISUMA 2014
Y2 - 13 July 2014 through 16 July 2014
ER -