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

Title
Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation
Authors
Keywords
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Journal
SIAM-ASA Journal on Uncertainty Quantification
Volume 6, Issue 2, Pages 737-761
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2018-06-01
DOI
10.1137/17m1122992

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