Improvement of the cross-entropy method in high dimension for failure probability estimation through a one-dimensional projection without gradient estimation. - Maxime El Masri; Jérôme Morio; Florian Simatos (Reliab. Eng. Syst. Saf., 2021)

High dimensional importance sampling through projections on a low dimensional subspace. (Echantillonnage préférentiel en grande dimension via des projections dans un sous-espace de petite dimension). - Maxime El Masri (2022)