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Surrogating stochastic simulators using Karhunen-Loève expansion, sparse PCE and advanced statistical modelling
(2021)The classical uncertainty quantification approach models all uncertainty about a physical process in the form of input uncertainty to a deterministic computational model. However, this is not always possible: sometimes part of the uncertainty such as high-dimensional environmental variables cannot be easily modelled (e.g., earthquakes, wind fields), or there is intrinsic randomness in the model (e.g., epidemiological SIR models). Then the ...Other Conference Item -
An active learning reliability algorithm based on local spectral residual expansions of the limit state function
(2021)The assessment of structural reliability under uncertainties is a common problem in structural engineering. In a probabilistic setting, it is formalized by determining the failure probability of a system defined as the probability that the so-called limit-state function takes non-positive values. In recent years, considerable efforts have been devoted to developing algorithms that efficiently determine the failure probability. A ...Other Conference Item -
UQLab & UQ[py]Lab - project updates and outlook
(2023)The adoption of advanced uncertainty quantification techniques is steadily increasing throughout the academic and industrial applications landscape. The assessment of uncertainty in technological systems of societal relevance (e.g. in civil and aerospace engineering) is being gradually mandated, or at least included in engineering construction codes all around the world. In parallel, the design and maintenance of renewable energy systems ...Other Conference Item -
Defining what is a probability of failure for systems modelled by stochastic simulators
(2023)Reliability analysis is a field of uncertainty quantification primarily concerned with estimating the probability that a system response exceeds a critical threshold, resulting in failure. By design, such a probability of failure is small. Consequently, accurately computing it requires many evaluations of the so-called limit state function, a computational model that classifies whether the system fails or not, and that is often expensive ...Other Conference Item -
A Unified Benchmarking Platform for UQ Algorithms in UQLab
(2024)Thorough validation and benchmarking against the state-of-the-art are critical components in the development of novel algorithms and tools. Nevertheless, the comprehensive performance comparison between different solutions to the same problem is still sparse in the literature, mostly relegated to dedicated review studies rather than a standard practice. This is especially noticeable in the field of uncertainty quantification, where algorithm ...Other Conference Item