Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation
Name
20m1344585.pdf
Description
Published version
Size
1.61 MB
Format
Adobe PDF
Checksum (MD5)
b75d0ed710e0f549568335f9fd64ad71
Author(s)
Uribe, Felipe
Papaioannou, Iason
Marzouk, Youssef M
Straub, Daniel
Date Issued
2021
Journal
SIAM/ASA Journal on Uncertainty Quantification
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Citation
Uribe, Felipe, Papaioannou, Iason, Marzouk, Youssef M and Straub, Daniel. 2021. "Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation." SIAM/ASA Journal on Uncertainty Quantification, 9 (2).
Version
Final published version
MIT Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1137/20M1344585
