Cross-entropy based importance sampling for stochastic simulation models
Author:
Funder
National Science Foundation
Publisher
Elsevier BV
Subject
Industrial and Manufacturing Engineering,Safety, Risk, Reliability and Quality
Reference53 articles.
1. Rare-event probability estimation with adaptive support vector regression surrogates;Bourinet;Reliab Eng Syst Saf,2016
2. Handbook of Monte Carlo Methods;Kroese,2011
3. An improved adaptive kriging-based importance technique for sampling multiple failure regions of low probability;Cadini;Reliab Eng Syst Saf,2014
4. Methods of reducing sample size in Monte Carlo computations;Kahn;J Oper Res SocAm,1953
5. Uncertainty quantification of stochastic simulation for black-box computer experiments;Choe;Methodol Comput Appl Probab,2018
Cited by 14 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A multi-objective-optimization based importance sampling method and its application in seismic stability analysis of gravity dam;Computers and Geotechnics;2024-04
2. Uncertainty quantification in low-probability response estimation using sliced inverse regression and polynomial chaos expansion;Reliability Engineering & System Safety;2024-02
3. Robust Importance Sampling for Stochastic Simulations with Uncertain Parametric Input Model;2023 Winter Simulation Conference (WSC);2023-12-10
4. Reliability analysis with cross-entropy based adaptive Markov chain importance sampling and control variates;Reliability Engineering & System Safety;2023-03
5. A dynamic probabilistic analysis method for wind turbine rotor based on the surrogate model;Journal of Renewable and Sustainable Energy;2023-01-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3