A cross-entropy scheme for mixtures

DOI10.1145/2685030MaRDI QIDQ5270729zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 30 June 2017

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2685030

zbMATH Keywords

cross-entropy schemeimportance samplingmixture

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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Cites work

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Cited in

(5)

• A subset multicanonical Monte Carlo method for simulating rare failure events
• Gaussian process surrogates for failure detection: a Bayesian experimental design approach
• Entropy-type classification maximum likelihood algorithms for mixture models
• On the Entropy Computation of Large Complex Gaussian Mixture Distributions
• Mixtures: sequential stability of variational entropy solutions

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• ElemStatLearn

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