This article provides a critical review of the main methods used to produce conservative estimators of probabilities of rare events, or critical failures, for reliability and certification studies in the broadest sense. These probabilities must theoretically be calculated from simulations of (certified) numerical models, but which typically suffer from prohibitive computational costs. This occurs frequently, for instance, for complex and critical industrial systems. We focus therefore in adapting the common use of surrogates to replace these numerical models, the aim being to offer a high level of confidence in the results. We suggest avenues of research to improve the guarantees currently reachable.
翻译:本文对在可靠性与认证研究(广义上)中用于生成罕见事件或关键故障概率保守估计的主要方法进行了批判性综述。理论上,这些概率必须通过(认证)数值模型的模拟进行计算,但此类模型通常面临高昂的计算成本。这一问题在复杂且关键工业系统中尤为常见。因此,我们聚焦于适配替代这些数值模型的代理模型的常规用法,旨在为结果提供高置信度。我们提出了当前可实现的保证措施改进方向。