research
∙
07/13/2021
Optimal projection to improve parametric importance sampling in high dimension
In this paper we propose a dimension-reduction strategy in order to impr...
share
research
∙
12/21/2020
Improvement of the cross-entropy method in high dimension through a one-dimensional projection without gradient estimation
Rare event probability estimation is an important topic in reliability a...
research
∙
11/06/2019
Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis
In reliability-based design, the estimation of the failure probability i...
research
∙
09/10/2019