Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation (Q5010082): Difference between revisions

Latest revision as of 11:57, 26 July 2024

scientific article; zbMATH DE number 7384774

Language	Label	Description	Also known as
English	Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation	scientific article; zbMATH DE number 7384774

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instance of

scholarly article

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title

Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation (English)

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zbMATH Open document ID

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

24 August 2021

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full work available at URL

https://arxiv.org/abs/2006.05496

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Mathematics Subject Classification ID

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rare event simulation

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reliability analysis

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likelihood-informed subspace

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importance sampling

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cross-entropy method

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random fields

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MaRDI profile type

MaRDI publication profile

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Efficient Monte Carlo simulation via the generalized splitting method

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Introduction to rare event simulation.

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Sequential Monte Carlo for rare event estimation

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Active Subspaces

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Erratum: Active Subspace Methods in Theory and Practice: Applications to Kriging Surfaces

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Likelihood-informed dimension reduction for nonlinear inverse problems

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Sequential Monte Carlo Samplers

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General multi-dimensional probability integration by directional simulation

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Methods of Reducing Sample Size in Monte Carlo Computations

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Structural Analysis with the Finite Element Method

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Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation

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Q3592129

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Structural reliability under combined random load sequences

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A First Look at Rigorous Probability Theory

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Optimization of computer simulation models with rare events

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How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation

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Simulation and the Monte Carlo Method

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Measures, Integrals and Martingales

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Optimal Low-rank Approximations of Bayesian Linear Inverse Problems

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Inverse problems: A Bayesian perspective

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Multilevel Estimation of Rare Events

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Sitelinks

Mathematics(1 entry)

mardi Publication:5010082

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@@ Property / cites work: Q4549487 / rank @@
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@@ Property / cites work @@
+Efficient Monte Carlo simulation via the generalized splitting method
+Normal rank
@@ Property / cites work @@
+Introduction to rare event simulation.
@@ Property / cites work: Introduction to rare event simulation. / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo for rare event estimation
@@ Property / cites work: Sequential Monte Carlo for rare event estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Active Subspaces
@@ Property / cites work: Active Subspaces / rank @@
+Normal rank
@@ Property / cites work @@
+Erratum: Active Subspace Methods in Theory and Practice: Applications to Kriging Surfaces
+Normal rank
@@ Property / cites work @@
+Likelihood-informed dimension reduction for nonlinear inverse problems
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Samplers
@@ Property / cites work: Sequential Monte Carlo Samplers / rank @@
+Normal rank
@@ Property / cites work @@
+General multi-dimensional probability integration by directional simulation
+Normal rank
@@ Property / cites work @@
+Methods of Reducing Sample Size in Monte Carlo Computations
+Normal rank
@@ Property / cites work @@
+Structural Analysis with the Finite Element Method
+Normal rank
@@ Property / cites work @@
+Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation
+Normal rank
@@ Property / cites work @@
+Q3592129
@@ Property / cites work: Q3592129 / rank @@
+Normal rank
@@ Property / cites work @@
+Structural reliability under combined random load sequences
+Normal rank
@@ Property / cites work @@
+A First Look at Rigorous Probability Theory
@@ Property / cites work: A First Look at Rigorous Probability Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of computer simulation models with rare events
+Normal rank
@@ Property / cites work @@
+How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation
+Normal rank
@@ Property / cites work @@
+Simulation and the Monte Carlo Method
@@ Property / cites work: Simulation and the Monte Carlo Method / rank @@
+Normal rank
@@ Property / cites work @@
+Measures, Integrals and Martingales
@@ Property / cites work: Measures, Integrals and Martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Low-rank Approximations of Bayesian Linear Inverse Problems
+Normal rank
@@ Property / cites work @@
+Inverse problems: A Bayesian perspective
@@ Property / cites work: Inverse problems: A Bayesian perspective / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Estimation of Rare Events
@@ Property / cites work: Multilevel Estimation of Rare Events / rank @@
+Normal rank