Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation

Author:

El Masri MaximeORCID,Morio JérômeORCID,Simatos Florian

Publisher

Elsevier BV

Subject

Industrial and Manufacturing Engineering,Safety, Risk, Reliability and Quality

Reference42 articles.

1. Reliability analysis and optimal design under uncertainty-Focus on adaptive surrogate-based approaches;Bourinet,2018

2. A survey of rare event simulation methods for static input–output models;Morio;Simul Model Pract Theory,2014

3. First-and second-order reliability methods;Der Kiureghian,2005

4. Simulation and the Monte Carlo method;Rubinstein,2017

5. Estimation of small failure probabilities in high dimensions by subset simulation;Au;Probab Eng Mech,2001

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