Hugh J. Kinnear | Searcharxiv

arXiv2026

Niching Importance Sampling for Multi-modal Rare-event Simulation

This paper proposes niching importance sampling, a framework that combines concepts from reliability analysis, e.g. Markov chains, importance sampling, and relative cross entropy minimisation, with niching techniques from evolutionary multi-modal optimisation. The result is a highly robust estimator of the probability of failure, that can tackle sampling challenges posed by the underlying geometry of a reliability problem. Niching importance sampling is tested on a range of numerical examples and is shown to consistently avoid the degenerate behaviour observed for existing reliability methods on several multi-modal performance functions.

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arXiv2024

Niching Subset Simulation

Subset Simulation is a Markov chain Monte Carlo method used to compute small failure probabilities in structural reliability problems. This is done by iteratively sampling from nested subsets in the input space of a performance function, i.e. a function describing the behaviour of a physical system. When the performance function has features such as multimodality or rapidly changing output, it is not uncommon for Subset Simulation to suffer from ergodicity problems. To address these problems, this paper proposes a new framework that enhances Subset Simulation with niching, a concept from the field of evolutionary multimodal optimisation. Niching subset simulation dynamically partitions the input space using support vector machines, and recursively begins anew in each set of the partition. A new niching technique, which uses community detection methods and is specifically designed for high-dimensional problems, is also introduced. It is shown that Niching Subset Simulation is robust against ergodicty problems and can also offer additional insight into the topology of challenging reliability problems.

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