Reliability analysis using bootstrap information criterion for small sample size response functions

  • Amalnerkar, Eshan
  • Lee, Tae Hee
  • Lim, Woochul
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21
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초록

Statistical model selection and evaluation methods like Akaike information criteria (AIC) and Monte Carlo simulation (MCS) have often established efficient output for reliability analysis with large sample size. Information criterion can provide better model selection and evaluation in small sample sizes setup by considering the well-known measure of bootstrap resampling. Our purpose is to utilize the capabilities of bootstrap resampling in information criterion to check for uncertainty arising from model selection as well as statistics of interest for small sample size using reliability analysis. In this study, therefore, a unique and efficient simulation scheme is proposed which contemplates the best model selection devised from efficient bootstrap simulation or variance reduced bootstrap information criterion to be combined with reliability analysis. It is beneficial to compute the spread of reliability values as against solitary fixed values with desirable statistics of interest for uncertainty analysis. The proposed simulation scheme is verified using a number of sample size focused response functions under repetitions-centred approach with AIC-based reliability analysis for comparison and MCS for accuracy. The results show that the proposed simulation scheme aids the statistics of interest by reducing the spread and hence the uncertainty in sample size-based reliability analysis when compared with conventional methods.

키워드

Efficient bootstrap simulationReliability analysisSmall sample sizeUncertainty analysisAkaike information criteriaLIKELIHOOD
제목
Reliability analysis using bootstrap information criterion for small sample size response functions
저자
Amalnerkar, EshanLee, Tae HeeLim, Woochul
DOI
10.1007/s00158-020-02724-y
발행일
2020-12
유형
Article
저널명
Structural and Multidisciplinary Optimization
62
6
페이지
2901 ~ 2913