Cross-Entropy-Based Importance Sampling with Failure-Informed Dimension Reduction for Rare Event Simulation

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Felipe Uribe, Iason Papaioannou, Youssef M. Marzouk, Daniel Straub

Published: 2021, Last Modified: 16 May 2025SIAM/ASA J. Uncertain. Quantification 2021EveryoneRevisionsBibTeXCC BY-SA 4.0