{"id":"https://openalex.org/W2024836106","doi":"https://doi.org/10.1002/ett.4460130411","title":"An extended maximum entropy method for estimation of rare event probabilities","display_name":"An extended maximum entropy method for estimation of rare event probabilities","publication_year":2002,"publication_date":"2002-07-01","ids":{"openalex":"https://openalex.org/W2024836106","doi":"https://doi.org/10.1002/ett.4460130411","mag":"2024836106"},"language":"en","primary_location":{"id":"doi:10.1002/ett.4460130411","is_oa":false,"landing_page_url":"https://doi.org/10.1002/ett.4460130411","pdf_url":null,"source":{"id":"https://openalex.org/S4393917101","display_name":"European Transactions on Telecommunications","issn_l":"1124-318X","issn":["1124-318X","1541-8251"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"European Transactions on Telecommunications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5014167840","display_name":"Tae\u2010Eog Lee","orcid":"https://orcid.org/0000-0003-0885-6359"},"institutions":[{"id":"https://openalex.org/I157485424","display_name":"Korea Advanced Institute of Science and Technology","ror":"https://ror.org/05apxxy63","country_code":"KR","type":"education","lineage":["https://openalex.org/I157485424"]}],"countries":["KR"],"is_corresponding":true,"raw_author_name":"Tae\u2010Eog Lee","raw_affiliation_strings":["KAIST, Department of Industrial Engineering, 373-1 Gusung-Dong, Yusong-Gu, Taejon 305-701, Korea"],"affiliations":[{"raw_affiliation_string":"KAIST, Department of Industrial Engineering, 373-1 Gusung-Dong, Yusong-Gu, Taejon 305-701, Korea","institution_ids":["https://openalex.org/I157485424"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112637098","display_name":"Y. H. Lee","orcid":null},"institutions":[{"id":"https://openalex.org/I157485424","display_name":"Korea Advanced Institute of Science and Technology","ror":"https://ror.org/05apxxy63","country_code":"KR","type":"education","lineage":["https://openalex.org/I157485424"]}],"countries":["KR"],"is_corresponding":false,"raw_author_name":"Young\u2010Doo Lee","raw_affiliation_strings":["KAIST, Department of Industrial Engineering, 373-1 Gusung-Dong, Yusong-Gu, Taejon 305-701, Korea"],"affiliations":[{"raw_affiliation_string":"KAIST, Department of Industrial Engineering, 373-1 Gusung-Dong, Yusong-Gu, Taejon 305-701, Korea","institution_ids":["https://openalex.org/I157485424"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5014167840"],"corresponding_institution_ids":["https://openalex.org/I157485424"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.21248573,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"13","issue":"4","first_page":"399","last_page":"407"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9890000224113464,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/entropy-maximization","display_name":"Entropy maximization","score":0.7055548429489136},{"id":"https://openalex.org/keywords/principle-of-maximum-entropy","display_name":"Principle of maximum entropy","score":0.6865143179893494},{"id":"https://openalex.org/keywords/maximum-entropy-probability-distribution","display_name":"Maximum entropy probability distribution","score":0.6412253379821777},{"id":"https://openalex.org/keywords/cross-entropy-method","display_name":"Cross-entropy method","score":0.6190509796142578},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.604029655456543},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5812058448791504},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5572298765182495},{"id":"https://openalex.org/keywords/maximum-entropy-spectral-estimation","display_name":"Maximum entropy spectral estimation","score":0.5559035539627075},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.5338548421859741},{"id":"https://openalex.org/keywords/binary-entropy-function","display_name":"Binary entropy function","score":0.4949266314506531},{"id":"https://openalex.org/keywords/maximization","display_name":"Maximization","score":0.4359835982322693},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.42164695262908936},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.4169568419456482},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.3331446647644043},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.29770320653915405},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.24697616696357727}],"concepts":[{"id":"https://openalex.org/C127233936","wikidata":"https://www.wikidata.org/wiki/Q1417473","display_name":"Entropy maximization","level":3,"score":0.7055548429489136},{"id":"https://openalex.org/C9679016","wikidata":"https://www.wikidata.org/wiki/Q1417473","display_name":"Principle of maximum entropy","level":2,"score":0.6865143179893494},{"id":"https://openalex.org/C60507348","wikidata":"https://www.wikidata.org/wiki/Q6795892","display_name":"Maximum entropy probability distribution","level":3,"score":0.6412253379821777},{"id":"https://openalex.org/C75782508","wikidata":"https://www.wikidata.org/wiki/Q3333633","display_name":"Cross-entropy method","level":4,"score":0.6190509796142578},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.604029655456543},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5812058448791504},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5572298765182495},{"id":"https://openalex.org/C89735579","wikidata":"https://www.wikidata.org/wiki/Q6795894","display_name":"Maximum entropy spectral estimation","level":3,"score":0.5559035539627075},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.5338548421859741},{"id":"https://openalex.org/C44415725","wikidata":"https://www.wikidata.org/wiki/Q4913893","display_name":"Binary entropy function","level":3,"score":0.4949266314506531},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.4359835982322693},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.42164695262908936},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.4169568419456482},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.3331446647644043},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.29770320653915405},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.24697616696357727},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C98036226","wikidata":"https://www.wikidata.org/wiki/Q7268356","display_name":"Quadratic assignment problem","level":3,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1002/ett.4460130411","is_oa":false,"landing_page_url":"https://doi.org/10.1002/ett.4460130411","pdf_url":null,"source":{"id":"https://openalex.org/S4393917101","display_name":"European Transactions on Telecommunications","issn_l":"1124-318X","issn":["1124-318X","1541-8251"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"European Transactions on Telecommunications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W6906867","https://openalex.org/W1500566054","https://openalex.org/W1534416612","https://openalex.org/W1965399019","https://openalex.org/W1971215743","https://openalex.org/W1978061253","https://openalex.org/W1990957975","https://openalex.org/W1991028068","https://openalex.org/W1991060553","https://openalex.org/W2003804951","https://openalex.org/W2019264127","https://openalex.org/W2046005796","https://openalex.org/W2052876170","https://openalex.org/W2070057864","https://openalex.org/W2078545019","https://openalex.org/W2096470503","https://openalex.org/W2129337887","https://openalex.org/W2131034613","https://openalex.org/W2148275477","https://openalex.org/W2327088997","https://openalex.org/W2797078163","https://openalex.org/W2797333853","https://openalex.org/W3049188988","https://openalex.org/W4300546246"],"related_works":["https://openalex.org/W1966654446","https://openalex.org/W2176894780","https://openalex.org/W2165173554","https://openalex.org/W2889261288","https://openalex.org/W648932612","https://openalex.org/W2010458342","https://openalex.org/W2024836106","https://openalex.org/W1829604380","https://openalex.org/W4286981632","https://openalex.org/W1986571267"],"abstract_inverted_index":{"Abstract":[0],"The":[1,73],"maximum":[2,33,75],"entropy":[3,8,34,54,76],"model":[4,35,77,124],"that":[5],"maximizes":[6],"the":[7,17,29,32,42,49,53,61,68,102,106],"function":[9],"under":[10],"a":[11,81,86],"set":[12],"of":[13,31,48,93,101],"constraints":[14,64],"derived":[15],"from":[16,41],"simulation":[18,43],"samples":[19],"has":[20],"been":[21],"used":[22],"for":[23,36,105],"estimating":[24,37],"probability":[25],"distributions.":[26],"We":[27,112],"propose":[28],"use":[30],"rare":[38],"event":[39],"probabilities":[40],"samples.":[44],"To":[45],"improve":[46],"estimation":[47,119],"far":[50],"tail":[51,69],"part,":[52],"maximization":[55],"problem":[56,84],"is":[57,78],"generalized":[58,74],"by":[59],"relaxing":[60],"head":[62],"part":[63,70],"and":[65,97,123],"focusing":[66],"on":[67,128],"sample":[71,108],"information.":[72],"formulated":[79],"as":[80,117],"convex":[82],"optimization":[83],"in":[85],"normed":[87],"linear":[88],"vector":[89],"space.":[90],"Global":[91],"optimality":[92],"die":[94,98],"Lagrangian":[95],"solution":[96,103,121],"asymptotic":[99],"consistency":[100],"sequence":[104],"increased":[107],"sizes":[109],"are":[110],"proved.":[111],"discuss":[113],"implementation":[114],"issues":[115],"such":[116],"parameter":[118],"methods,":[120],"procedures,":[122],"selection":[125],"techniques":[126],"based":[127],"accelerated":[129],"simulation.":[130]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
