A Study on the Cross-Entropy Method for Rare-Event Probability Estimation

Article Properties
  • Language
    English
  • DOI (url)
    10.1287/ijoc.1060.0176
  • Publication Date
    2007/08/01
  • Journal
    INFORMS Journal on Computing
  • Indian UGC (journal)
  • Refrences
    35
  • Citations
    21
  • Tito Homem-de-Mello Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208
Abstract
Cite
Homem-de-Mello, Tito. “A Study on the Cross-Entropy Method for Rare-Event Probability Estimation”. INFORMS Journal on Computing, vol. 19, no. 3, 2007, pp. 381-94, https://doi.org/10.1287/ijoc.1060.0176.
Homem-de-Mello, T. (2007). A Study on the Cross-Entropy Method for Rare-Event Probability Estimation. INFORMS Journal on Computing, 19(3), 381-394. https://doi.org/10.1287/ijoc.1060.0176
Homem-de-Mello, Tito. “A Study on the Cross-Entropy Method for Rare-Event Probability Estimation”. INFORMS Journal on Computing 19, no. 3 (2007): 381-94. https://doi.org/10.1287/ijoc.1060.0176.
Homem-de-Mello T. A Study on the Cross-Entropy Method for Rare-Event Probability Estimation. INFORMS Journal on Computing. 2007;19(3):381-94.
Journal Categories
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Mathematics
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Electronic computers
Computer science
Science
Mathematics
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Electronic computers
Computer science
Computer software
Technology
Electrical engineering
Electronics
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Citations
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Constrained Cross-Entropy Method for Safe Reinforcement Learning IEEE Transactions on Automatic Control
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Adaptive reduced basis strategy for rare‐event simulations

 International Journal for Numerical Methods in Engineering
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Multi-Process-Based Maximum Entropy Bootstrapping Estimator: Application for Net Foreign Direct Investment in ASEAN

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  • Social Sciences: Economic theory. Demography: Economics as a science
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 2019
Citations Analysis
Category Category Repetition
Technology: Engineering (General). Civil engineering (General)10
Science: Mathematics9
Science: Mathematics: Instruments and machines: Electronic computers. Computer science3
Technology: Mechanical engineering and machinery3
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods3
Technology: Manufactures: Production management. Operations management3
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks2
Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication2
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics2
Social Sciences: Commerce: Business: Personnel management. Employment management2
Technology: Electrical engineering. Electronics. Nuclear engineering1
Science: Science (General): Cybernetics: Information theory1
Technology: Mechanical engineering and machinery: Renewable energy sources1
Social Sciences: Industries. Land use. Labor: Special industries and trades: Energy industries. Energy policy. Fuel trade1
Technology: Environmental technology. Sanitary engineering1
Science: Physics: Optics. Light1
Technology: Engineering (General). Civil engineering (General): Applied optics. Photonics1
Science: Physics: Acoustics. Sound1
Science: Physics1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware1
Technology: Motor vehicles. Aeronautics. Astronautics1
Science1
Social Sciences: Economic theory. Demography: Economics as a science1
Science: Mathematics: Probabilities. Mathematical statistics1
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics1
The category Technology: Engineering (General). Civil engineering (General) 10 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A Model Reference Adaptive Search Method for Global Optimization and was published in 2007. The most recent citation comes from a 2022 study titled Small failure probability: principles, progress and perspectives. This article reached its peak citation in 2012, with 3 citations. It has been cited in 17 different journals, 11% of which are open access. Among related journals, the IEEE Transactions on Automatic Control cited this research the most, with 3 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year