Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation (Q5010082)
From MaRDI portal
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 |
Statements
Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation (English)
0 references
24 August 2021
0 references
rare event simulation
0 references
reliability analysis
0 references
likelihood-informed subspace
0 references
importance sampling
0 references
cross-entropy method
0 references
random fields
0 references
