Rare-event probability estimation with adaptive support vector regression surrogates
2016 ◽
Vol 150
◽
pp. 210-221
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Keyword(s):
2006 ◽
Vol 46
(6)
◽
pp. 603-610
◽
Keyword(s):
A combined splitting—cross entropy method for rare-event probability estimation of queueing networks
2009 ◽
Vol 189
(1)
◽
pp. 167-185
◽
Keyword(s):