ENGLISH

Fast sequential Monte Carlo methods for counting and optimization

By Ridder , Radislav , Ad;Rubinstein , Reuven Y.;Vaisman

Book information

Publisher
J. Wiley & Sons
Year
2014
ISBN
9781118612262, 1118612264, 9781118612316, 1118612310, 9781118612323, 1118612329, 9781118612354, 1118612353, 9781118612378, 111861237X, 9781306118422, 1306118425
Language
english
Format
PDF
Filesize
6 MB (5839844 bytes)
Edition
Online-ausg
Pages
1 v\208
Time added
2020-07-26 19:24:52
Mathematical optimization;Monte Carlo method;Elect

Description

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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