Selecting Reduced Models in the Cross-Entropy Method (Q4960999)

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scientific article; zbMATH DE number 7193420
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Selecting Reduced Models in the Cross-Entropy Method
scientific article; zbMATH DE number 7193420

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    Selecting Reduced Models in the Cross-Entropy Method (English)
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    24 April 2020
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    rare event simulation
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    importance sampling
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    cross-entropy optimization
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    reduced basis
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    certified error bound
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    partial differential equation
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