05374cam a2200925 i 4500 ocn843010592 OCoLC 20171106121152.0 m o d cr ||||||||||| 130509s2013 nju ob 001 0 eng 2013019187 016482698 Uk 9781118612316 (pdf) 1118612310 (pdf) 9781118612262 (cloth) 9781118612354 1118612353 9781118612378 111861237X 9781118612323 1118612329 9781306118422 1306118425 1118612264 EB00063967 Recorded Books AU@ 000052906123 AU@ 000053308144 CHBIS 010131825 CHDSB 006181773 CHNEW 000637587 CHVBK 303955023 CHVBK 314703667 DEBBG BV041633329 DEBBG BV041911421 DEBBG BV042032304 DEBSZ 405522800 DEBSZ 41417772X DEBSZ 425886956 DEBSZ 431562393 DEBSZ 449397963 NZ1 15493853 DEBBG BV043395844 (OCoLC)843010592 (OCoLC)862958279 (OCoLC)864915727 (OCoLC)868979419 (OCoLC)876848345 (OCoLC)878059683 (OCoLC)898035108 (OCoLC)905855262 CL0500000419 Safari Books Online DLC eng rda DLC YDX N$T IDEBK YDXCP EBLCP OCLCF DG1 CHVBK CDX CUI UKMGB COO UMI DEBSZ E7B UKDOC OTZ RECBK DEBBG VT2 pcc MAIN T57.64 MAT 041000 bisacsh 518/.282 23 Rubinstein, Reuven Y. 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. [electronic resource] Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 1 online resource. text rdacontent computer rdamedia online resource rdacarrier Wiley series in probability and statistics Includes bibliographical references and index. 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 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 A.3 Efficiency of EstimatorsBibliography; Abbreviations and Acronyms; List of Symbols; Index; Series 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. Description based on print version record and CIP data provided by publisher. Monte Carlo method. Mathematical optimization. MATHEMATICS Numerical Analysis. bisacsh Mathematical optimization. fast (OCoLC)fst01012099 Monte Carlo method. fast (OCoLC)fst01025819 Sequentielle Monte-Carlo-Methode. gnd Optimierung. gnd Electronic books. Ridder, Ad, 1955- Vaisman, Radislav. Print version: Rubinstein, Reuven Y. Fast sequential Monte Carlo methods for counting and optimization Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 9781118612262 (DLC) 2013011113 Wiley series in probability and statistics. http://onlinelibrary.wiley.com/book/10.1002/9781118612323 Wiley Online Library ddc BK 206721 206721