A Machine-Learning-Based Importance Sampling Method to Compute Rare Event Probabilities

Vishwas Rao, Romit Maulik, Emil M. Constantinescu, Mihai Anitescu. A Machine-Learning-Based Importance Sampling Method to Compute Rare Event Probabilities. In Valeria V. Krzhizhanovskaya, Gábor Závodszky, Michael Harold Lees, Jack J. Dongarra, Peter M. A. Sloot, Sérgio Brissos, João Teixeira, editors, Computational Science - ICCS 2020 - 20th International Conference, Amsterdam, The Netherlands, June 3-5, 2020, Proceedings, Part VI. Volume 12142 of Lecture Notes in Computer Science, pages 169-182, Springer, 2020. [doi]

Abstract

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