Bayesian approach for rare failure probability estimation and optimization

Speaker:             Peng WANG

Time:                  9:00, Jan. 9th.

Location:            SIST 2-415

Host:                   Prof. Qifeng Liao

Abstract:

Rare event evaluation is ubiquitious in modern system design. With growing complexity at the nano age, aleatory and epistemic uncertainty render system stochastic and its rare event evaluation, such as failure probability, increasingly prohibitive. To address such challenge, academia and industry have developed on various sampling technique and surrogate models. In this talk, we will present three recent hybrid frameworks to efficiently estimate and optimize the probability of rare events, which is often associated with reliability analysis and circuit yield in Electronic Design Automation.

Bio:

Peng WANG is a professor of uncertainty quantification at the School of Interated Circuit Science and Engineering, Beihang University. He received his Ph.D. at the University of California, San Diego, in 2011 and later worked as a staff scientist at the computational mathematics group at Pacific Northwest National Laboratory (PNNL). He joined Beihang University in 2014 and has been working closely with industrial partners. His major research interests include the developments of uncertainty quantification tools and their industrial applications.