4 citations · 5 across the 6 of their papers we have counts for
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stat.CO2020★ 4 cited
Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation
Maxime El-Masri, Jérôme Morio, Florian Simatos
Rare event probability estimation is an important topic in reliability analysis. Stochastic methods, such as importance sampling, have been developed to estimate such probabilities…
stat.ML2020★ 1 cited
Variance based sensitivity analysis for Monte Carlo and importance sampling reliability assessment with Gaussian processes
Morgane Menz, Sylvain Dubreuil, Jérôme Morio +3
Running a reliability analysis on engineering problems involving complex numerical models can be computationally very expensive, requiring advanced simulation methods to reduce the…