A study on the cross-entropy method for rare-event probability estimation

Keyphrases

• Rare Event Probability Estimation 100%
• Cross-entropy 100%
• Numerical Experiments 33%
• Functional Spaces 33%
• Simulation Model 33%
• Convergence Property 33%
• Importance Sampling 33%
• Efficient Procedure 33%
• Family of Distributions 33%
• Static Simulation 33%
• Zero Variance 33%
• New Distribution 33%

INIS

• probability 100%
• distribution 100%
• entropy 100%
• algorithms 66%
• convergence 33%
• space 33%
• simulation 33%
• sampling 33%

Mathematics

• Probability Theory 100%
• Rare Event 100%
• Cross-Entropy 100%
• Variance 33%
• Numerical Experiment 33%
• Sampling Technique 33%
• Importance Sampling 33%
• Convergence Property 33%