Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation (Q3176243)
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scientific article; zbMATH DE number 6908460
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| English | Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation |
scientific article; zbMATH DE number 6908460 |
Statements
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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0.8241013288497925
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0.8107579946517944
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0.8014604449272156
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0.7952209115028381
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