Title
Cross-entropy-based directional importance sampling with von Mises-Fisher mixture model for reliability analysis
Abstract
•A cross-entropy-based directional importance sampling (CE-DIS) is proposed.•The updating rules are derived for the von Mises-Fisher mixture model.•The DBSCAN algorithm is used to choose the number of distributions.•The intermediate failure event is introduced to improve the robustness.•The CE-DIS can be applied to multiple design points and rare failure probability.
Year
DOI
Venue
2022
10.1016/j.ress.2021.108306
Reliability Engineering & System Safety
Keywords
DocType
Volume
Directional importance sampling,Cross-entropy,von Mises-Fisher mixture,DBSCAN algorithm,Multiple design points
Journal
220
ISSN
Citations 
PageRank 
0951-8320
0
0.34
References 
Authors
0
3
Name
Order
Citations
PageRank
Xiaobo Zhang110.70
Zhenzhou Lu200.34
Kai Cheng33912.36