“…Direct numerical integration [17,18,20] becomes prohibitive for multidimensional problems, so that such evaluations generally require the use of Monte-Carlo techniques [19,34,35], which still represent a significant undertaking when numerical simulations are required to evaluate the performance function. Similarly, Bayesian updating of the probability of failure [11,22] require the probability of the observed load conditional on failure not occurring to be evaluated, again involving repeated evaluation of the performance function.…”