Cross-Entropy Based Importance Sampling for Stochastic Simulation Models

Title
Cross-Entropy Based Importance Sampling for Stochastic Simulation Models
Authors
Keywords
Monte Carlo, Variance reduction, Mixture model, Cross-entropy information criterion
Journal
RELIABILITY ENGINEERING & SYSTEM SAFETY
Volume -, Issue -, Pages 106526
Publisher
Elsevier BV
Online
2019-05-27
DOI
10.1016/j.ress.2019.106526

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