Fast sequential Monte Carlo methods for counting and optimization / Reuven Rubinstein, Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology, Haifa, Israel, Ad Ridder, Department of Econometrics and Operations Research, Vrije University, Amsterdam, Netherlands, Radislav Vaisman, Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology, Haifa, Israel.

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...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
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.