The cross-entropy (CE) method is a new generic approach to combinatorial and multi-
extremal optimization and rare event simulation. The purpose of this tutorial is to give a …

Power systems employ measures of reliability indices to indicate the effectiveness a power
system to perform its basic function of supplying electrical energy to its consumers. The …

This book is a comprehensive and accessible introduction to the cross-entropy (CE) method.
The CE method started life around 1997 when the first author proposed an adaptive …

Trajectory optimizers for model-based reinforcement learning, such as the Cross-Entropy
Method (CEM), can yield compelling results even in high-dimensional control tasks and …

The estimation of system failure probabilities may be a difficult task when the values
involved are very small, so that sampling-based Monte Carlo methods may become …

We employ the Bayesian improved cross entropy (BiCE) method for rare event estimation in
static networks and choose the categorical mixture (CM) as the parametric family to capture …

An improved cross-entropy (CE) method assisted with a chaotic operator (CGSCE) is
presented for solving the optimal power flow (OPF) problem. The introduction of the chaotic …

We consider an adaptive importance sampling approach to estimating the marginal
likelihood, a quantity that is fundamental in Bayesian model comparison and Bayesian …

We identify the zero count problem (or overfitting) of cross-entropy-based methods in the
context of network reliability assessment, and propose a consistent Bayesian estimator that …

Current database trigger systems have extremely limited scalability. This paper proposes a
way to develop a truly scalable trigger system. Scalability to large numbers of triggers is …