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 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. 

 Series; Copyright; Dedication; Chapter 1: Introduction to Monte Carlo Methods; Chapter 2: Cross-Entropy Method; 2.1 Introduction; 2.2 Estimation of Rare-Event Probabilities; 2.3 Cross-Entropy Method forOptimization; 2.4 Continuous Optimization; 2.5 Noisy Optimization; Chapter 3: Minimum Cross-Entropy Method; 3.1 Introduction; 3.2 Classic MinxEnt Method; 3.3 Rare Events and MinxEnt; 3.4 Indicator MinxEnt Method; 3.5 IME Method for Combinatorial Optimization; Chapter 4: Splitting Method for Counting and Optimization; 4.1 Background; 4.2 Quick Glance at the Splitting Method