Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions (Q6177925): Difference between revisions

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Latest revision as of 18:03, 2 August 2024

scientific article; zbMATH DE number 7733137
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Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions
scientific article; zbMATH DE number 7733137

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    Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions (English)
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    31 August 2023
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    rare events
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    large deviation theory
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    adaptive importance sampling
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    cross-entropy method
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    likelihood-informed subspace
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    reliability analysis
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