Bayesian improved cross entropy method with categorical mixture models

We employ the Bayesian improved cross entropy (BiCE) method for rare event estimation in static networks and choose the categorical mixture as the parametric family to capture the dependence among network components. At each iteration of the BiCE method, the mixture parameters are updated through th...

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Veröffentlicht in:	arXiv.org 2023-09
Hauptverfasser:	Chan, Jianpeng, Papaioannou, Iason, Straub, Daniel
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Bayesian analysis Entropy Entropy (Information theory) Importance sampling Iterative methods Mixtures
Online-Zugang:	Volltext
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