Fast sequential Monte Carlo methods for counting and optimization /

• Main Author: Rubinstein, Reuven Y.
• Other Authors: Ridder, Ad, 1955-, Vaisman, Radislav
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
• Series: Wiley series in probability and statistics.
• Subjects: Monte Carlo method.; Mathematical optimization.; MATHEMATICS > Numerical Analysis.; Sequentielle Monte-Carlo-Methode.; Optimierung.; Electronic books.
• Physical Description: 1 online resource.
• Bibliography: Includes bibliographical references and index.
• ISBN: 9781118612316 (pdf); 1118612310 (pdf); 9781118612354; 1118612353; 9781118612378; 111861237X; 9781118612323; 1118612329; 9781306118422; 1306118425
• DOI: 10.1002/9781118612323

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.