On the benefits of Laplace samples in solving a rare event problem using cross-entropy method

Suviseshamuthu, Easter Selvan;Subathra, M. S. P.;Christinal, A. Hepzibah;Amato, Umberto
(2013) Applied Mathematics and Computation — Vol. 225, p. 843-859 (2013)

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Authors
  • Suviseshamuthu, Easter SelvanUCLouvain
    Author
  • Subathra, M. S. P.Karunya University, Coimbatore, India
    Author
  • Christinal, A. HepzibahKarunya University, Coimbatore, India
    Author
  • Amato, UmbertoIstituto per le Applicazioni del Calcolo Mauro Picone
    Author
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Citations

Suviseshamuthu, E. S., Subathra, M. S. P., Christinal, A. H., & Amato, U. (2013). On the benefits of Laplace samples in solving a rare event problem using cross-entropy method. Applied Mathematics and Computation, 225, 843-859. https://doi.org/10.1016/j.amc.2013.10.011 (Original work published 2013)