An efficient surrogate-based method for computing rare failure probability (Q422494): Difference between revisions
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| Property / author: Jing Li / rank | |||
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| Property / Mathematics Subject Classification ID: 65C50 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / Mathematics Subject Classification ID: 62N05 / rank | |||
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| Property / zbMATH DE Number: 6035841 / rank | |||
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rare events | |||
| Property / zbMATH Keywords: rare events / rank | |||
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failure probability | |||
| Property / zbMATH Keywords: failure probability / rank | |||
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importance sampling | |||
| Property / zbMATH Keywords: importance sampling / rank | |||
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cross-entropy | |||
| Property / zbMATH Keywords: cross-entropy / rank | |||
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Revision as of 22:00, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient surrogate-based method for computing rare failure probability |
scientific article |
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An efficient surrogate-based method for computing rare failure probability (English)
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18 May 2012
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rare events
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failure probability
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importance sampling
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cross-entropy
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