Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation

Reliability Engineering & System Safety ◽

10.1016/j.ress.2021.107991 ◽

2021 ◽

Vol 216 ◽

pp. 107991

Author(s):

Maxime El Masri ◽

Jérôme Morio ◽

Florian Simatos

Keyword(s):

High Dimension ◽

Failure Probability ◽

Entropy Method ◽

Cross Entropy ◽

Probability Estimation ◽

Gradient Estimation ◽

One Dimensional ◽

Cross Entropy Method ◽

The Cross

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

SIAM/ASA Journal on Uncertainty Quantification ◽

10.1137/17m1122992 ◽

2018 ◽

Vol 6 (2) ◽

pp. 737-761 ◽

Cited By ~ 13

Author(s):

Benjamin Peherstorfer ◽

Boris Kramer ◽

Karen Willcox

Keyword(s):

Failure Probability ◽

Rare Event ◽

Entropy Method ◽

Cross Entropy ◽

Probability Estimation ◽

Rare Event Simulation ◽

Event Simulation ◽

Cross Entropy Method ◽

The Cross

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A Study on the Cross-Entropy Method for Rare-Event Probability Estimation

INFORMS Journal on Computing ◽

10.1287/ijoc.1060.0176 ◽

2007 ◽

Vol 19 (3) ◽

pp. 381-394 ◽

Cited By ~ 30

Author(s):

Tito Homem-de-Mello

Keyword(s):

Rare Event ◽

Entropy Method ◽

Cross Entropy ◽

Probability Estimation ◽

Event Probability ◽

Cross Entropy Method ◽

The Cross

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The cross entropy method for classification

Proceedings of the 22nd international conference on Machine learning - ICML '05 ◽

10.1145/1102351.1102422 ◽

2005 ◽

Cited By ~ 36

Author(s):

Shie Mannor ◽

Dori Peleg ◽

Reuven Rubinstein

Keyword(s):

Entropy Method ◽

Cross Entropy ◽

Cross Entropy Method ◽

The Cross

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Ship Collision Avoidance Utilizing the Cross-Entropy Method for Collision Risk Assessment

IEEE Transactions on Intelligent Transportation Systems ◽

10.1109/tits.2021.3101007 ◽

2021 ◽

pp. 1-14

Author(s):

Trym Tengesdal ◽

Tor A. Johansen ◽

Edmund F. Brekke

Keyword(s):

Risk Assessment ◽

Collision Avoidance ◽

Entropy Method ◽

Cross Entropy ◽

Collision Risk ◽

Cross Entropy Method ◽

Ship Collision ◽

The Cross

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Estimating Optimal Stopping Rules in the Multiple Best Choice Problem with Minimal Summarized Rank via the Cross-Entropy Method

Evolutionary Learning and Optimization - Exploitation of Linkage Learning in Evolutionary Algorithms ◽

10.1007/978-3-642-12834-9_11 ◽

2010 ◽

pp. 227-241 ◽

Cited By ~ 1

Author(s):

T. V. Polushina

Keyword(s):

Optimal Stopping ◽

Entropy Method ◽

Cross Entropy ◽

Stopping Rules ◽

Choice Problem ◽

Best Choice Problem ◽

Cross Entropy Method ◽

Optimal Stopping Rules ◽

The Cross

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Application of the Cross-Entropy Method to Dual Lagrange Support Vector Machine

Advanced Data Mining and Applications - Lecture Notes in Computer Science ◽

10.1007/978-3-642-03348-3_61 ◽

2009 ◽

pp. 595-602 ◽

Cited By ~ 3

Author(s):

Budi Santosa

Keyword(s):

Support Vector Machine ◽

Entropy Method ◽

Cross Entropy ◽

Support Vector ◽

Cross Entropy Method ◽

The Cross

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Application of the Cross-Entropy Method to Electromagnetic Optimisation Problems

2018 IEEE International Symposium on Antennas and Propagation & USNC/URSI National Radio Science Meeting ◽

10.1109/apusncursinrsm.2018.8608714 ◽

2018 ◽

Author(s):

Maria Kovaleva ◽

David Bulger ◽

Rajas P. Khokle ◽

Karu P. Esselle

Keyword(s):

Entropy Method ◽

Cross Entropy ◽

Cross Entropy Method ◽

The Cross

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Multiple Break-Points Detection in Array CGH Data via the Cross-Entropy Method

IEEE/ACM Transactions on Computational Biology and Bioinformatics ◽

10.1109/tcbb.2014.2361639 ◽

2015 ◽

Vol 12 (2) ◽

pp. 487-498 ◽

Cited By ~ 18

Author(s):

W. J. R. M. Priyadarshana ◽

Georgy Sofronov

Keyword(s):

Array Cgh ◽

Entropy Method ◽

Cross Entropy ◽

Cross Entropy Method ◽

Break Points ◽

The Cross

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Aperiodic array synthesis using the Cross Entropy method

2010 International Conference on Microwave and Millimeter Wave Technology ◽

10.1109/icmmt.2010.5525211 ◽

2010 ◽

Cited By ~ 1

Author(s):

Li Bian ◽

Qun Wu

Keyword(s):

Entropy Method ◽

Cross Entropy ◽

Cross Entropy Method ◽

The Cross

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Asymptotic optimality of the cross-entropy method for Markov chain problems

Procedia Computer Science ◽

10.1016/j.procs.2010.04.176 ◽

2010 ◽

Vol 1 (1) ◽

pp. 1571-1578 ◽

Cited By ~ 9

Author(s):

Ad Ridder

Keyword(s):

Markov Chain ◽

Asymptotic Optimality ◽

Entropy Method ◽

Cross Entropy ◽

Cross Entropy Method ◽

The Cross

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