Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation (Q3176243)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation |
scientific article |
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Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation (English)
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19 July 2018
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multifidelity
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Monte Carlo
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rare event simulation
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failure probability estimation
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surrogate models
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reduced models
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importance sampling
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multilevel
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cross-entropy method
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variance reduction
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