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

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+Introduction to rare event simulation.
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+A tutorial on the cross-entropy method
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+A Study on the Cross-Entropy Method for Rare-Event Probability Estimation
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+On Information and Sufficiency
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+Evaluation of failure probability via surrogate models
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+Adapted polynomial chaos expansion for failure detection
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+Uses and abuses of statistical simulation
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+The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
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