Minimum Cross-entropy Methods for Rare-event Simulation - researchr publication related

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Ad Ridder, Reuven Y. Rubinstein. Minimum Cross-entropy Methods for Rare-event Simulation. Simulation, 83(11):769-784, 2007. [doi]

The following publications are possibly variants of this publication:

The cross-entropy method with patching for rare-event simulation of large Markov chainsBahar Kaynar, Ad Ridder. eor, 207(3):1380-1397, 2010. [doi]

Semiparametric cross entropy for rare-event simulationZdravko I. Botev, Ad Ridder, Leonardo Rojas-Nandayapa. jap, 53(3):633-649, 2016. [doi]

Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropyTito Homem-de-Mello, Reuven Y. Rubinstein. wsc 2002: 310-319 [doi]

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