UncertaintyQuantification.jl
UncertaintyQuantification.jl copied to clipboard
Implement Adaptive Kriging based reliability methods
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