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Title:

Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation

Document type:
Zeitschriftenaufsatz
Author(s):
Uribe, F., Papaioannou I., Marzouk Y.M., Straub D
Journal title:
SIAM/ASA Journal on Uncertainty Quantification
Year:
2021
Journal issue:
9(2)
Pages contribution:
818-847
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