Cross-entropy-based importance sampling with failure-informed dimension
reduction for rare event simulation

Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation

9 June 2020

Youssef M. Marzouk

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Papers citing "Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation"

14 / 14 papers shown

Title
A Direct Importance Sampling-based Framework for Rare Event Uncertainty Quantification in Non-Gaussian Spaces Elsayed M. Eshra Konstantinos G. Papakonstantinou Hamed Nikbakht 52 0 0 23 May 2024
Variational autoencoder with weighted samples for high-dimensional non-parametric adaptive importance sampling J. Demange-Chryst François Bachoc Jérome Morio Timothé Krauth 56 2 0 13 Oct 2023
Insight from the Kullback--Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension Jason Beh Yonatan Shadmi Florian Simatos 60 1 0 28 Sep 2023
Principal Feature Detection via $Φ$ -Sobolev Inequalities Matthew T.C. Li Youssef Marzouk O. Zahm 56 9 0 10 May 2023
Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process G. Chennetier Hassane Chraïbi A. Dutfoy Josselin Garnier 60 2 0 17 Sep 2022
Large deviation theory-based adaptive importance sampling for rare events in high dimensions Shanyin Tong G. Stadler 71 8 0 13 Sep 2022
Deep importance sampling using tensor trains with application to a priori and a posteriori rare event estimation Tiangang Cui S. Dolgov Robert Scheichl 64 3 0 05 Sep 2022
Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method Max Ehre Rafael Flock M. Fußeder I. Papaioannou D. Štraub 37 3 0 07 Jun 2022
Discovering and forecasting extreme events via active learning in neural operators Ethan Pickering Stephen Guth George Karniadakis T. Sapsis AI4CE 63 59 0 05 Apr 2022
Optimal projection to improve parametric importance sampling in high dimension Maxime ElMasri Jérome Morio F. Simatos 73 2 0 13 Jul 2021
Rare event estimation using stochastic spectral embedding Paul Wagner S. Marelli I. Papaioannou D. Štraub Bruno Sudret 69 15 0 09 Jun 2021
Sequential active learning of low-dimensional model representations for reliability analysis Max Ehre I. Papaioannou Bruno Sudret D. Štraub 65 10 0 08 Jun 2021
Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation Maxime El Masri Jérome Morio F. Simatos 51 26 0 21 Dec 2020
Output-Weighted Optimal Sampling for Bayesian Experimental Design and Uncertainty Quantification A. Blanchard T. Sapsis 73 4 0 22 Jun 2020