Semi-Bayesian active learning quadrature for estimating extremely low failure probabilities

verfasst von

Chao Dang, Michael Beer

Abstract

The Bayesian failure probability inference (BFPI) framework provides a sound basis for developing new Bayesian active learning reliability analysis methods. However, it is still computationally challenging to make use of the posterior variance of the failure probability. This study presents a novel method called ‘semi-Bayesian active learning quadrature’ (SBALQ) for estimating extremely low failure probabilities, which builds upon the BFPI framework. The key idea lies in only leveraging the posterior mean of the failure probability to design two crucial components for active learning — the stopping criterion and learning function. In this context, a new stopping criterion is introduced through exploring the structure of the posterior mean. Besides, we also develop a numerical integration technique named ‘hyper-shell simulation’ to estimate the analytically intractable integrals inherent in the stopping criterion. Furthermore, a new learning function is derived from the stopping criterion and by maximizing it a single point can be identified in each iteration of the active learning phase. To enable multi-point selection and facilitate parallel computing, the proposed learning function is modified by incorporating an influence function. Through five numerical examples, it is demonstrated that the proposed method can assess extremely small failure probabilities with desired efficiency and accuracy.

Organisationseinheit(en)

Institut für Risiko und Zuverlässigkeit

Externe Organisation(en)

The University of Liverpool
Tongji University

Typ

Artikel

Journal

Reliability Engineering and System Safety

Band

246

Anzahl der Seiten

12

ISSN

0951-8320

Publikationsdatum

02.03.2024

Publikationsstatus

Elektronisch veröffentlicht (E-Pub)

Peer-reviewed

Ja

ASJC Scopus Sachgebiete

Sicherheit, Risiko, Zuverlässigkeit und Qualität, Wirtschaftsingenieurwesen und Fertigungstechnik

Elektronische Version(en)

https://doi.org/10.1016/j.ress.2024.110052 (Zugang: Offen)