most citedCross-Entropy method: convergence issues for extended implementation

10 citations · 10 across the 1 of their papers we have counts for

collaborators

1 paper

math.OC2006★ 10 cited

Cross-Entropy method: convergence issues for extended implementation

Frederic Dambreville

The cross-entropy method (CE) developed by R. Rubinstein is an elegant practical principle for simulating rare events. The method approximates the probability of the rare event by…