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.

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...