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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| Online Access: |
Full Text (via ProQuest) |
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| Main Author: | |
| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
[2013]
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| Series: | Wiley series in probability and statistics.
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| Subjects: |
| Summary: | 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. |
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| Physical Description: | 1 online resource. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118612316 1118612310 9781118612354 1118612353 9781118612378 111861237X 9781118612323 1118612329 9781306118422 1306118425 |
| Source of Description, Etc. Note: | Print version record and CIP data provided by publisher. |