A study on the cross-entropy method for rare-event probability estimation (Q2892351)
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scientific article; zbMATH DE number 6047457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A study on the cross-entropy method for rare-event probability estimation |
scientific article; zbMATH DE number 6047457 |
Statements
18 June 2012
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cross entropy
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importance sampling
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rare events
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simulations
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0.8898934
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0.8864734
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0.8769975
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0.8695942
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0.8669218
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0.8641061
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0.86295855
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0.86133075
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A study on the cross-entropy method for rare-event probability estimation (English)
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