A generalized likelihood-weighted optimal sampling algorithm for rare-event probability quantification

In this work, we introduce a new acquisition function for sequential sampling to efficiently quantify rare-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. Our acquisition is a generalization of the likelihood-weighted (LW) acquisition that was initially designed for the same purpose and then extended to many other applications. The improvement in our acquisition comes from the generalized form with two additional parameters, by varying which one can target and address two weaknesses of the original LW acquisition: (1) that the input space associated with rare-event responses is not sufficiently stressed in sampling; (2) that the surrogate model (generated from samples) may have significant deviation from the true ItR function, especially for cases with complex ItR function and limited number of samples. In addition, we develop a critical procedure in Monte-Carlo discrete optimization of the acquisition function, which achieves orders of magnitude acceleration compared to existing approaches for such type of problems. The superior performance of our new acquisition to the original LW acquisition is demonstrated in a number of test cases, including some cases that were designed to show the effectiveness of the original LW acquisition. We finally apply our method to an engineering example to quantify the rare-event roll-motion statistics of a ship in a random sea.

An adaptive multi-fidelity framework for safety analysis of connected and automated vehicles

Testing and evaluation are expensive but critical steps in the development and deployment of connected and automated vehicles (CAVs). In this paper, we develop an adaptive sampling framework to efficiently evaluate the accident rate of CAVs, particularly for scenario-based tests where the probability distribution of input parameters is known from the Naturalistic Driving Data. Our framework relies on a surrogate model to approximate the CAV performance and a novel acquisition function to maximize the benefit (information to accident rate) of the next sample formulated through an information-theoretic consideration. In addition to the standard application with only a single high-fidelity model of CAV performance, we also extend our approach to the bi-fidelity context where an additional low-fidelity model can be used at a lower computational cost to approximate the CAV performance. Accordingly for the second case, our approach is formulated such that it allows the choice of the next sample, in terms of both fidelity level (i.e., which model to use) and sampling location to maximize the benefit per cost. Our framework is tested in a widely-considered two-dimensional cut-in problem for CAVs, where Intelligent Driving Model (IDM) with different time resolutions are used to construct the high and low-fidelity models. We show that our single-fidelity method outperforms the existing approach for the same problem, and the bi-fidelity method can further save half of the computational cost to reach a similar accuracy in estimating the accident rate.