Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions (Q6177925)
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scientific article; zbMATH DE number 7733137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions |
scientific article; zbMATH DE number 7733137 |
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Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions (English)
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31 August 2023
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rare events
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large deviation theory
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adaptive importance sampling
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cross-entropy method
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likelihood-informed subspace
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reliability analysis
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