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" Fast sequential Monte Carlo methods for counting and optimization / "
Reuven Y. 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
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BL
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| Record Number
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661903
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dltt
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| Main Entry
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Rubinstein, Reuven Y.
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| Title & Author
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Fast sequential Monte Carlo methods for counting and optimization /\ Reuven Y. 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
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| Series Statement
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Wiley series in probability and statistics
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| Page. NO
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1 online resource (xiii, 182 pages)
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| ISBN
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1118612310 (electronic bk.)
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: 1118612329 (electronic bk.)
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: 1306118425 (MyiLibrary)
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: 9781118612316 (electronic bk.)
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: 9781118612323 (electronic bk.)
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: 9781306118422 (MyiLibrary)
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1118612264
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1118612353
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111861237X
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9781118612262 (cloth)
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9781118612354
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9781118612378
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| Bibliographies/Indexes
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Includes bibliographical references (pages 169-176) and index
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| Abstract
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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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| Subject
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Mathematical optimization.
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| Subject
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Monte Carlo method.
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| Dewey Classification
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518/.282
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| LC Classification
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T57.64
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| Added Entry
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Ridder, Ad,1955-
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Vaisman, Radislav
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Ohio Library and Information Network.
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