Cross-entropy-based adaptive importance sampling using Gaussian mixture

Structural Safety

Volumn 42, Issue , 2013, Pages 35-44

  Kurtz, Nolan ^a   Song, Junho ^a  

^a University of Illinois at Urbana Champaign   (United States)

Author keywords

Adaptive sampling; Component reliability; Cross entropy; Gaussian mixture; Importance sampling; Monte Carlo simulations; Multiple design points; Structural reliability analysis; System reliability

Indexed keywords

ADAPTIVE SAMPLING; COMPONENT RELIABILITY; CROSS ENTROPY; GAUSSIAN MIXTURES; MONTE CARLO SIMULATION; MULTIPLE DESIGN POINTS; STRUCTURAL RELIABILITY ANALYSIS; SYSTEM RELIABILITY;

ENTROPY; GAUSSIAN DISTRIBUTION; MONTE CARLO METHODS; OPTIMIZATION; PROBABILITY DENSITY FUNCTION; RANDOM VARIABLES; RELIABILITY ANALYSIS;

IMPORTANCE SAMPLING;

EID: 84874408180     PISSN: 01674730     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.strusafe.2013.01.006     Document Type: Article

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