An efficient surrogate-based method for computing rare failure probability (Q422494)
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scientific article; zbMATH DE number 6035841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient surrogate-based method for computing rare failure probability |
scientific article; zbMATH DE number 6035841 |
Statements
An efficient surrogate-based method for computing rare failure probability (English)
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18 May 2012
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rare events
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failure probability
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importance sampling
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cross-entropy
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0.90939415
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0.88945585
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0.8854538
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0.8737165
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0.87099475
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0.8694402
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0.86721057
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0.8622153
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