The application discloses a small
failure probability evaluation method based on prior constraint integration and hierarchical correction sampling, relates to the technical field of
uncertainty quantification, and comprises the following steps: firstly, an integrated
surrogate model is constructed by fusing multiple types of prior constraints, and residual correction is performed by using high-fidelity anchor samples; then, soft failure weights are calculated based on the corrected
surrogate model, and candidate samples are searched in
layers to obtain a failure sample set according to the soft failure weights; next, the failure samples are clustered to identify
multiple failure sample clusters, and a multi-scale mixed proposal distribution is constructed; thereafter, bridge sampling driven by the effective sample size is performed, a transition step is adaptively controlled, and stable initial
failure probability estimation is obtained; finally, through inverse probability weighted unbiased correction, false negative risk priority high-fidelity review is performed on the bridge samples, the initial
estimation is corrected, and the final
failure probability is output. Under the condition that the high-fidelity evaluation times are strictly limited, high-precision, high-stability and statistically unbiased
estimation of the small failure probability are realized.