The iteration threshold is defined as the empirical -quantile of the current batch of samples drawn from the proposal distribution. The loop stops when this threshold is greater than or equal to the target rare-event threshold .
Conditions: Samples are drawn from the current proposal distribution.; The elite fraction parameter is set to 0.05.; The target threshold is .
The iteration threshold is defined as the empirical -quantile of the current batch of samples drawn from the proposal distribution. The loop stops when this threshold is greater than or equal to the target rare-event threshold .
Conditions: Samples are drawn from the current proposal distribution.; The elite fraction parameter is set to 0.05.; The target threshold is .