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"Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension ..."

Felipe Uribe et al. (2021)

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DOI: 10.1137/20M1344585

access: closed

type: Journal Article

metadata version: 2021-07-29

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Felipe Uribe, Iason Papaioannou, Youssef M. Marzouk, Daniel Straub:
Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation. SIAM/ASA J. Uncertain. Quantification 9(2): 818-847 (2021)

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