Improved cross entropy-based importance sampling with a flexible mixture model

Citations

Cited by:

1. Chiron, Marie & Genest, Christian & Morio, Jérôme & Dubreuil, Sylvain, 2023. "Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
2. Wang, Ziqi & Song, Junho & Broccardo, Marco, 2024. "Probabilistic Performance-Pattern Decomposition (PPPD): Analysis framework and applications to stochastic mechanical systems," Reliability Engineering and System Safety, Elsevier, vol. 252(C).
3. Zheng, Xiaoyu & Tamaki, Hitoshi & Sugiyama, Tomoyuki & Maruyama, Yu, 2022. "Dynamic probabilistic risk assessment of nuclear power plants using multi-fidelity simulations," Reliability Engineering and System Safety, Elsevier, vol. 223(C).
4. Papaioannou, Iason & Straub, Daniel, 2021. "Variance-based reliability sensitivity analysis and the FORM α-factors," Reliability Engineering and System Safety, Elsevier, vol. 210(C).
5. Mehni, Moien Barkhori & Mehni, Mohammad Barkhori, 2023. "Reliability analysis with cross-entropy based adaptive Markov chain importance sampling and control variates," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
6. Yang, Xufeng & Jiang, Wenke & Zhang, Yu & Zhao, Junyi, 2025. "An active learning method combining MRBF model and dimension-reduction importance sampling for reliability analysis with high dimensionality and very small failure probability," Reliability Engineering and System Safety, Elsevier, vol. 261(C).
7. Song, Chaolin & Zhang, Chi & Shafieezadeh, Abdollah & Xiao, Rucheng, 2022. "Value of information analysis in non-stationary stochastic decision environments: A reliability-assisted POMDP approach," Reliability Engineering and System Safety, Elsevier, vol. 217(C).
8. Papaioannou, Iason & Straub, Daniel, 2025. "FORM-based global reliability sensitivity analysis of systems with multiple failure modes," Reliability Engineering and System Safety, Elsevier, vol. 260(C).
9. Chan, Jianpeng & Papaioannou, Iason & Straub, Daniel, 2024. "Bayesian improved cross entropy method with categorical mixture models for network reliability assessment," Reliability Engineering and System Safety, Elsevier, vol. 252(C).
10. Chan, Jianpeng & Papaioannou, Iason & Straub, Daniel, 2022. "An adaptive subset simulation algorithm for system reliability analysis with discontinuous limit states," Reliability Engineering and System Safety, Elsevier, vol. 225(C).
11. Dang, Chao & Wei, Pengfei & Faes, Matthias G.R. & Valdebenito, Marcos A. & Beer, Michael, 2022. "Parallel adaptive Bayesian quadrature for rare event estimation," Reliability Engineering and System Safety, Elsevier, vol. 225(C).
12. Ni, Pinghe & Li, Jun & Hao, Hong & Yan, Weimin & Du, Xiuli & Zhou, Hongyuan, 2020. "Reliability analysis and design optimization of nonlinear structures," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
13. Dasgupta, Agnimitra & Johnson, Erik A., 2024. "REIN: Reliability Estimation via Importance sampling with Normalizing flows," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
14. Yu, Quanfu & Xu, Jun, 2025. "Distribution reconstruction and reliability assessment of complex LSFs via an adaptive Non-parametric Density Estimation Method," Reliability Engineering and System Safety, Elsevier, vol. 254(PB).
15. Betz, Wolfgang & Papaioannou, Iason & Straub, Daniel, 2022. "Bayesian post-processing of Monte Carlo simulation in reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 227(C).
16. Fan, Xin & Yang, Xufeng & Liu, Yongshou, 2025. "Two-stage failure probability function estimation method based on improved cross-entropy importance sampling and adaptive Kriging," Reliability Engineering and System Safety, Elsevier, vol. 263(C).
17. Jiang, Chen & Qiu, Haobo & Gao, Liang & Wang, Dapeng & Yang, Zan & Chen, Liming, 2020. "EEK-SYS: System reliability analysis through estimation error-guided adaptive Kriging approximation of multiple limit state surfaces," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
18. Sun, Huabin & Bao, Yuequan, 2025. "An active learning method based on Monte Carlo dropout neural network for high-dimensional reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 262(C).
19. Dang, Chao & Xu, Jun, 2020. "Unified reliability assessment for problems with low- to high-dimensional random inputs using the Laplace transform and a mixture distribution," Reliability Engineering and System Safety, Elsevier, vol. 204(C).
20. Zhang, Xiaobo & Lu, Zhenzhou & Cheng, Kai, 2022. "Cross-entropy-based directional importance sampling with von Mises-Fisher mixture model for reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 220(C).
21. Zhang, Tianyu & Zhang, Jize, 2025. "iCE-NGM: Improved cross-entropy importance sampling with non-parametric adaptive Gaussian mixtures and budget-informed stopping criterion," Reliability Engineering and System Safety, Elsevier, vol. 264(PA).
22. El Masri, Maxime & Morio, Jérôme & Simatos, Florian, 2021. "Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
23. Eshra, Elsayed & Papakonstantinou, Konstantinos G. & Nikbakht, Hamed, 2025. "A direct importance sampling-based framework for rare event uncertainty quantification in non-Gaussian spaces," Reliability Engineering and System Safety, Elsevier, vol. 264(PA).
24. Cai, Xiaopei & Wang, Yuqi & Tang, Xueyang & Wang, Yi & Wang, Tao, 2026. "PEDRA-VTB: A precision-efficient framework for dynamic reliability assessment of vehicle-track-bridge system under extreme disasters," Reliability Engineering and System Safety, Elsevier, vol. 267(PB).
25. Wang, Lei & Wang, Tao & Dong, You & Frangopol, Dan M. & Li, Zhengliang, 2025. "Structural reliability analysis based on fractional moments-based iterative maximum entropy method and multiplicative exact dimension reduction integration method," Reliability Engineering and System Safety, Elsevier, vol. 264(PA).
26. Dang, Chao & Beer, Michael, 2024. "Semi-Bayesian active learning quadrature for estimating extremely low failure probabilities," Reliability Engineering and System Safety, Elsevier, vol. 246(C).