An efficient surrogate-based method for computing rare failure probability (Q422494): Difference between revisions

@@ Property / author @@
-Jing Li
@@ Property / author: Jing Li / rank @@
-Normal rank
@@ Property / author @@
+Jing Li
@@ Property / author: Jing Li / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C50
@@ Property / Mathematics Subject Classification ID: 65C50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C20
@@ Property / Mathematics Subject Classification ID: 65C20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+N05
@@ Property / Mathematics Subject Classification ID: 62N05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6035841
@@ Property / zbMATH DE Number: 6035841 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rare events
@@ Property / zbMATH Keywords: rare events / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+failure probability
@@ Property / zbMATH Keywords: failure probability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+importance sampling
@@ Property / zbMATH Keywords: importance sampling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cross-entropy
@@ Property / zbMATH Keywords: cross-entropy / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jcp.2011.08.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2150592616
@@ Property / OpenAlex ID: W2150592616 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to rare event simulation.
@@ Property / cites work: Introduction to rare event simulation. / rank @@
+Normal rank
@@ Property / cites work @@
+A tutorial on the cross-entropy method
@@ Property / cites work: A tutorial on the cross-entropy method / rank @@
+Normal rank
@@ Property / cites work @@
+A Study on the Cross-Entropy Method for Rare-Event Probability Estimation
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluation of failure probability via surrogate models
+Normal rank
@@ Property / cites work @@
+Adapted polynomial chaos expansion for failure detection
+Normal rank
@@ Property / cites work @@
+Uses and abuses of statistical simulation
@@ Property / cites work: Uses and abuses of statistical simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of computer simulation models with rare events
+Normal rank
@@ Property / cites work @@
+The transform likelihood ratio method for rare event simulation with heavy tails
+Normal rank
@@ Property / cites work @@
+Q4778523
@@ Property / cites work: Q4778523 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3583848
@@ Property / cites work: Q3583848 / rank @@
+Normal rank
@@ Property / cites work @@
+The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:422494