Methods in Structural Reliability
Active learning reliability method combining Kriging and Monte Carlo S...
Bayesian Moving Particles
Compute internal parameters and moments for univariate distribution fu...
EstimateSUR
First-order reliability method
FORM method (old version)
Generate Standard Gaussian samples with a Gaussian transiiton kernel
Increasing Randow Walk
Linear Support Vector Machine under monotonicity constraints
Metamodel based Impotance Sampling
The modified Metropolis-Hastings algorithm
Methods In Structural Reliability Analysis
Estimation of the parameters of the LSVM
Modification of a correlation matrix to use in UtoX
Quantile estimation under monotonicity constraints
Crude Monte Carlo method
Moving Particles
Class of Ordinary Kriging
plot of LSVM
precomputeUpdateData
Computing quantiles with the Wilks formula
Subset by Support vector Margin Algorithm for Reliability esTimation
Support-vector Margin Algoritm for Reliability esTimation
Subset Simulation Monte Carlo
Test the convexity of set of data
Update LSVM classifier
UpdateSd.old
UpdateSd
Iso-probabilistic transformation from U space to X space
Sample size by Wilks formula
From X to standard space
Various reliability analysis methods for rare event inference (computing failure probability and quantile from model/function outputs).