UID:
almafu_9959327915602883
Umfang:
1 online resource
ISBN:
9781118612316
,
1118612310
,
9781118612354
,
1118612353
,
9781118612378
,
111861237X
,
9781118612323
,
1118612329
,
9781306118422
,
1306118425
Inhalt:
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.
Anmerkung:
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.
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4.3 Splitting Algorithm with Fixed Levels4.4 Adaptive Splitting Algorithm; 4.5 Sampling Uniformly on Discrete Regions; 4.6 Splitting Algorithm for Combinatorial Optimization; 4.7 Enhanced Splitting Method for Counting; 4.8 Application of Splitting to Reliability Models; 4.9 Numerical Results with the Splitting Algorithms; 4.10 Appendix: Gibbs Sampler; Chapter 5: Stochastic Enumeration Method; 5.1 Introduction; 5.2 OSLA Method and Its Extensions; 5.3 SE Method; 5.4 Applications of SE; 5.5 Numerical Results; Appendix A: Additional Topics; A.1 Combinatorial Problems; A.2 Information.
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A.3 Efficiency of EstimatorsBibliography; Abbreviations and Acronyms; List of Symbols; Index; Series.
Weitere Ausg.:
Print version: Rubinstein, Reuven Y. Fast sequential Monte Carlo methods for counting and optimization. Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] ISBN 9781118612262
Sprache:
Englisch
Schlagwort(e):
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118612323
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118612323
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781118612323
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