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First Excursion Probabilities of Non-Linear Dynamical Systems by Importance Sampling

2013· article· en· W1806842414 on OpenAlexvenueno aff
Ren Li-mei

Bibliographic record

VenueProgress in applied mathematics · 2013
Typearticle
Languageen
FieldDecision Sciences
TopicProbabilistic and Robust Engineering Design
Canadian institutionsnot available
Fundersnot available
KeywordsExcursionMathematicsLinearizationMonte Carlo methodPoisson distributionSampling (signal processing)Linear dynamical systemApplied mathematicsGaussianImportance samplingLinear modelStatisticsLinear systemNonlinear systemComputer scienceMathematical analysisPhysics

Abstract

fetched live from OpenAlex

This paper suggests a procedure to estimate first excursion probabilities for non-linear dynamical systems subjected to Gaussian excitation. The approach is based on the mean up-crossing rate and importance sampling method. Firstly, by using of Poisson assumption and Rice formula, the equivalent linear system is carried out. The linearization principle is that non-linear and linear systems have the same up-crossing rate for a specified threshold. Secondly, an importance sampling technique is used in order to estimate excursion probabilities for the equivalent linear system. The variance of the failure probability estimates, the number of samples and the computational time are reduced significantly compared with direct Monte Carlo simulations.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.708
Threshold uncertainty score0.650

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.057
GPT teacher head0.320
Teacher spread0.263 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2013
Admission routes1
Has abstractyes

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