Repulsive normalizing flow mixtures for adaptive importance sampling: reliability analysis of complex systems
Read the original on arXiv Statistics ML →The paper introduces FAMIS, a flow-based multiple importance sampling framework that learns a nonuniform mixture of normalizing flow proposals for rare‑event estimation. It does not need presampled failure data or prior knowledge of failure modes, instead adapting the mixture through sequential evaluations of the limit state function. The method employs a smooth rare‑event surrogate, a tempered target sequence, defensive exploration, Rao‑Blackwellized weight updates, and a Jensen‑Shannon repulsion term to promote diversity, achieving accurate failure probability estimates with fewer training samples and stable variance reduction in complex reliability problems.
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