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

Maxime El Masri, Jérôme Morio, Florian Simatos. Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation. Rel. Eng. & Sys. Safety, 216:107991, 2021. [doi]

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