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]

@article{MasriMS21,
  title = {Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation},
  author = {Maxime El Masri and Jérôme Morio and Florian Simatos},
  year = {2021},
  doi = {10.1016/j.ress.2021.107991},
  url = {https://doi.org/10.1016/j.ress.2021.107991},
  researchr = {https://researchr.org/publication/MasriMS21},
  cites = {0},
  citedby = {0},
  journal = {Rel. Eng. & Sys. Safety},
  volume = {216},
  pages = {107991},
}