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Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation.

Benjamin PeherstorferBoris KramerKaren Willcox
Published in: SIAM/ASA J. Uncertain. Quantification (2018)
Keyphrases
  • cross entropy
  • probability estimation
  • rare events
  • data sets
  • pairwise
  • neural network
  • decision trees
  • feature vectors
  • text classification
  • closed form