Fast sequential Monte Carlo methods for counting and optimization /

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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη: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 enumeration. The overall aim is to make SMC methods accessible to readers who want to apply and to accentuate the unifying and novel mathematical ideas behind SMC in their future studies or work.
Φυσική περιγραφή:1 online resource.
Βιβλιογραφία:Includes bibliographical references and index.
ISBN:9781118612316 (pdf)
1118612310 (pdf)
9781118612354
1118612353
9781118612378
111861237X
9781118612323
1118612329
9781306118422
1306118425
DOI:10.1002/9781118612323