论文标题
稀有事件模拟的加速重量直方图方法
Accelerated Weight Histogram Method for Rare Event Simulations
论文作者
论文摘要
我们描述了一种自适应马尔可夫链蒙特卡洛方法，适合在复杂概率模型中估算罕见的失败概率。该方法是加速度重量直方图（AWH）方法，其起源于统计物理学（Lidmar，2012），并已成功地应用于生物物理学的分子动力学模拟。在这里，我们在结构可靠性的背景下介绍了它，并证明了其在某些选定的复杂程度不同的问题中计算故障概率的有用性，并与其他已建立的技术（例如子集模拟）进行了比较。
We describe an adaptive Markov chain Monte Carlo method suitable for the estimation of rare failure probabilities in complex probabilistic models. This method, the Accelerated Weight Histogram (AWH) method, has its origin in statistical physics (Lidmar, 2012) and has successfully been applied to molecular dynamics simulations in biophysics. Here we introduce it in the context of structural reliability and demonstrate its usefulness for calculation of failure probabilities in some selected problems of varying degrees of complexity and compare with other established techniques, e.g., subset simulations.
