Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation (Q5010082)
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scientific article; zbMATH DE number 7384774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation |
scientific article; zbMATH DE number 7384774 |
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Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation (English)
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24 August 2021
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rare event simulation
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reliability analysis
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likelihood-informed subspace
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importance sampling
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cross-entropy method
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random fields
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