Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation

Author(s)
Uribe, Felipe; Papaioannou, Iason; Marzouk, Youssef M; Straub, Daniel
Thumbnail
DownloadPublished version (1.611Mb)
Publisher Policy
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.
Metadata
Show full item record
Date issued
2021
URI
https://hdl.handle.net/1721.1/145427
Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
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
Collections