The generalized cross entropy method, with applications to probability density estimation
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Publication:631482
DOI10.1007/S11009-009-9133-7zbMATH Open1207.94041OpenAlexW2004191624WikidataQ56157776 ScholiaQ56157776MaRDI QIDQ631482FDOQ631482
Authors: Z. I. Botev, Dirk P. Kroese 
Publication date: 14 March 2011
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://espace.library.uq.edu.au/view/UQ:200564/UQ200564_preprint.pdf
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kernel smoothingbandwidth selectionMonte Carlo simulationcalculus of variationsinformation theorystatistical modelingcross entropyfunctional optimization
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Cited In (16)
- Systemic risk in the European sovereign and banking system
- Using zero-norm constraint for sparse probability density function estimation
- Marginal Likelihood Estimation with the Cross-Entropy Method
- Simulation and estimation of extreme quantiles and extreme probabilities
- Sequential Monte Carlo for rare event estimation
- Estimates of current density distributions: I. Applying the principle of cross-entropy minimization to electrographic recordings
- Efficient Monte Carlo simulation via the generalized splitting method
- Non-asymptotic bandwidth selection for density estimation of discrete data
- Calibration of a radiation quality model for sparse and uncertain data
- Dependence assessment based on generalized relative complexity: application to sampling network design
- Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation
- A study on the cross-entropy method for rare-event probability estimation
- Piecewise polynomial approximation of probability density functions with application to uncertainty quantification for stochastic PDEs
- Comparison of cell state models derived from single-cell RNA sequencing data: graph versus multi-dimensional space
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- Information content of high-order associations of the human gut microbiota network
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