Fast sequential Monte Carlo methods for counting and optimization /

• Κύριος συγγραφέας: Rubinstein, Reuven Y.
• Άλλοι συγγραφείς: Ridder, Ad, 1955-, Vaisman, Radislav
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
• Σειρά: Wiley series in probability and statistics.
• Θέματα: Monte Carlo method.; Mathematical optimization.; MATHEMATICS > Numerical Analysis.; Sequentielle Monte-Carlo-Methode.; Optimierung.; Electronic books.

This book presents the first comprehensive account of fast sequential Monte Carlo (SMC) methods for counting and optimization at an exceptionally accessible level. Written by authorities in the field, it places great emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumera...