Robust Importance Sampling for Rare Events via Constrained Gaussian Mixtures
cs.LG
Submitted: 2026-10-05
Updated: 2026-10-05
Code: https://github.com/lorek/robust-cfi-is
Sources
- Safe cross-entropy-based importance sampling for rare event simulations
- Rare Event Probability Learning by Normalizing Flows
- A Flow-Based Generative Model for Rare-Event Simulation
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