Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation
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Publication:3176243
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Cites work
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- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- scientific article; zbMATH DE number 854710 (Why is no real title available?)
- A multilevel Monte Carlo method for computing failure probabilities
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- A tutorial on the cross-entropy method
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- Accurate and efficient evaluation of failure probability for partial different equations with random input data
- An efficient surrogate-based method for computing rare failure probability
- Combinatorial optimization, cross-entropy, ants and rare events
- Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models
- Evaluation of failure probability via surrogate models
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- Learning Tetris Using the Noisy Cross-Entropy Method
- Multifidelity approaches for optimization under uncertainty
- Multifidelity importance sampling
- Multilevel Monte Carlo Path Simulation
- Multilevel estimation of rare events
- Online adaptive model reduction for nonlinear systems via low-rank updates
- Optimal model management for multifidelity Monte Carlo estimation
- Optimization of computer simulation models with rare events
- Support-vector networks
- Surrogate based method for evaluation of failure probability under multiple constraints
- Survey of multifidelity methods in uncertainty propagation, inference, and optimization
- The cross-entropy method for combinatorial and continuous optimization
- The generalized cross entropy method, with applications to probability density estimation
- Uncertainty quantification for approximate \(p\)-quantiles for physical models with stochastic inputs
Cited in
(23)- Rare event simulation for large-scale structures with local nonlinearities
- Conditional reliability analysis in high dimensions based on controlled mixture importance sampling and information reuse
- Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions
- Sequential active learning of low-dimensional model representations for reliability analysis
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Tensor product approach to modelling epidemics on networks
- Conditional-value-at-risk estimation via reduced-order models
- Adaptive reduced basis strategy for rare-event simulations
- Error analysis for probabilities of rare events with approximate models
- Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models
- Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method
- Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization
- Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation
- Selecting reduced models in the cross-entropy method
- Multilevel sequential importance sampling for rare event estimation
- An approximate control variates approach to multifidelity distribution estimation
- Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey
- Failure probability estimation of linear time varying systems by progressive refinement of reduced order models
- Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics
- Multifidelity importance sampling
- Multifidelity probability estimation via fusion of estimators
- Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events
- A transport-based multifidelity preconditioner for Markov chain Monte Carlo
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