Title | ||
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Cross-entropy-based directional importance sampling with von Mises-Fisher mixture model for reliability analysis |
Abstract | ||
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•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 |
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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 Zhang | 1 | 1 | 0.70 |
Zhenzhou Lu | 2 | 0 | 0.34 |
Kai Cheng | 3 | 39 | 12.36 |