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03/21/2023
Scalable Methods for Computing Sharp Extreme Event Probabilities in Infinite-Dimensional Stochastic Systems
We introduce and compare computational techniques for sharp extreme even...
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09/13/2022
Large deviation theory-based adaptive importance sampling for rare events in high dimensions
We propose a method for the accurate estimation of rare event or failure...
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11/29/2021
Estimating earthquake-induced tsunami inundation probabilities without sampling
Given a distribution of earthquake-induced seafloor elevations, we prese...
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11/11/2020
Optimization under rare chance constraints
Chance constraints provide a principled framework to mitigate the risk o...
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07/28/2020