Efficient estimation of first passage probability of high-dimensional nonlinear systems

Estimation of small failure probabilities in high dimensions by subset simulation

Siu‐Kui Au, James L. Beck · Probabilistic Engineering Mechanics · 2001 · 2.3K citations

Reliability Engineering, Small Failure Probabilities, High Dimensions +12

Asymptotic Approximations for Multinormal Integrals

Karl Breitung · Journal of Engineering Mechanics · 1984 · 888 citations

Numerical Analysis, Taylor Expansion, Engineering +7

A critical appraisal of reliability estimation procedures for high dimensions

G.I. Schuëller, H.J. Pradlwarter, Phaedon‐Stelios Koutsourelakis · Probabilistic Engineering Mechanics · 2004 · 462 citations

Reliability, Reliability Engineering, High Dimensions +11

Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes

Hirotugu Akaike · Annals of the Institute of Statistical Mathematics · 1974 · 433 citations

Engineering, Average Processes, Natural Sciences +9

Important sampling in high dimensions

Siu‐Kui Au, James L. Beck · Structural Safety · 2002 · 360 citations

Geometric Modeling, Engineering, Data Science +8