Saddlepoint Approximation for Sequential Optimization and Reliability Analysis

[1]  Wei Chen,et al.  An integrated framework for optimization under uncertainty using inverse Reliability strategy , 2004 .

[2]  N. L. Johnson,et al.  Continuous Univariate Distributions. , 1995 .

[3]  Kyung K. Choi,et al.  A NEW STUDY ON RELIABILITY-BASED DESIGN OPTIMIZATION , 1999 .

[4]  H. Daniels Saddlepoint Approximations in Statistics , 1954 .

[5]  Xiaoping Du,et al.  Uncertainty Analysis by Dimension Reduction Integration and Saddlepoint Approximations , 2005, DAC 2005.

[6]  A. Sudjianto,et al.  Reliability-Based Design With the Mixture of Random and Interval Variables , 2005, DAC 2003.

[7]  Liping Wang,et al.  AN EFFICIENT METHOD FOR PROBABILISTIC AND ROBUST DESIGN WITH NON -NORMAL DISTRIBUTIONS , 2002 .

[8]  A. Sudjianto,et al.  First-order saddlepoint approximation for reliability analysis , 2004 .

[9]  Alston S. Householder,et al.  Principles of Numerical Analysis , 1974 .

[10]  P. Morse,et al.  Principles of Numerical Analysis , 1954 .

[11]  Xiaoping Du,et al.  A Saddlepoint Approximation Method for Uncertainty Analysis , 2004, DAC 2004.

[12]  Sean P. Kenny,et al.  Needs and Opportunities for Uncertainty- Based Multidisciplinary Design Methods for Aerospace Vehicles , 2002 .

[13]  Armen Der Kiureghian,et al.  Inverse Reliability Problem , 1994 .

[14]  George Casella,et al.  Explaining the Saddlepoint Approximation , 1999 .

[15]  A. M. Hasofer,et al.  Exact and Invariant Second-Moment Code Format , 1974 .

[16]  Xiaoping Du,et al.  Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design , 2004, DAC 2002.

[17]  S. Rice,et al.  Saddle point approximation for the distribution of the sum of independent random variables , 1980, Advances in Applied Probability.

[18]  E. Ronchetti,et al.  General Saddlepoint Approximations of Marginal Densities and Tail Probabilities , 1996 .

[19]  Y.-T. Wu,et al.  Safety-Factor Based Approach for Probability-Based Design Optimization , 2001 .

[20]  S. Huzurbazar Practical Saddlepoint Approximations , 1999 .

[21]  Ren-Jye Yang,et al.  Experience with approximate reliability-based optimization methods , 2003 .

[22]  Robert W. Keener,et al.  Tail probability approximations for U-statistics , 1998 .

[23]  Lars Tvedt,et al.  Second Order Reliability by an Exact Integral , 1989 .

[24]  J. Tu,et al.  A Single-Loop Method for Reliability-Based Design Optimization , 2004, DAC 2004.

[25]  Xiaoping Du,et al.  A Saddlepoint Approximation Based Simulation Method for Uncertainty Analysis , 2006 .

[26]  K. L. Q. Read,et al.  A Lognormal Approximation for the Collector's Problem , 1998 .

[27]  Timothy K. Hasselman,et al.  Reliability based structural design optimization for practical applications , 1997 .

[28]  Xiaoping Du,et al.  Probabilistic Sensitivity Analysis in Engineering Design Using Uniform Sampling and Saddlepoint Approximation , 2005 .

[29]  Ronald W. Butler,et al.  Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions , 1993 .