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Riemannian Manifold Hamiltonian Monte Carlo based subset simulation for reliability analysis in non-Gaussian space.
- Source :
-
Structural Safety . Jan2022, Vol. 94, pN.PAG-N.PAG. 1p. - Publication Year :
- 2022
-
Abstract
- This paper proposes a Riemannian Manifold Hamiltonian Monte Carlo based subset simulation (RMHMC-SS) method to overcome limitations of existing Monte Carlo approaches in solving reliability problems defined in highly-curved non-Gaussian spaces. RMHMC is based on the second-order geometric information of a probability space. Specifically, it generates an optimized path for Markov chain evolutions in a Hamiltonian constructed on the Riemannian manifold. Compared with the recently proposed Hamiltonian Monte Carlo based subset simulation (HMC-SS) approach, the RMHMC-SS approach shows better performance in handling highly-curved probability distributions. After a brief review of HMC-SS, the theory and implementation details of RMHMC-SS are presented. Finally, various reliability examples are studied to test and verify the proposed RMHMC-SS method. • Riemannian Manifold Hamiltonian Monte Carlo based subset simulation is developed. • Second order geometric information is used for efficient MCMC evolution. • The method is designed for reliability problems in highly-curved non-Gaussian space. • The method is successfully demonstrated by applications to non-Gaussian problems. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01674730
- Volume :
- 94
- Database :
- Academic Search Index
- Journal :
- Structural Safety
- Publication Type :
- Academic Journal
- Accession number :
- 153494255
- Full Text :
- https://doi.org/10.1016/j.strusafe.2021.102134