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Implement Adaptive Kriging based reliability methods #152

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teobros opened this issue Jan 30, 2024 · 0 comments
Open

Implement Adaptive Kriging based reliability methods #152

teobros opened this issue Jan 30, 2024 · 0 comments
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enhancement Improvement of existing code feature New feature or feature request

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@teobros
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teobros commented Jan 30, 2024

The methods of adaptive kriging monte carlo (AK-MCS) and adaptive kriging with multiple importance sampling (AK-AMIS) should be implemented

AK-MCS: https://www.sciencedirect.com/science/article/pii/S0167473011000038?via%3Dihub
AK-IS: https://www.sciencedirect.com/science/article/pii/S0951832012002086?via%3Dihub
AK-AMIS: https://link.springer.com/article/10.1007/s00158-023-03598-6

For AK-AMIS, matlab code can be asked from Augustin Persoons
@FriesischScott FriesischScott added feature New feature or feature request enhancement Improvement of existing code labels Feb 6, 2024
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@FriesischScott @teobros