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Fast sequential Monte Carlo methods for counting and optimization / Reuven Y. Rubinstein, Ad Ridder and Radislav Vaisman.

By: Contributor(s): Material type: TextTextSeries: Wiley series in probability and statisticsPublication details: New Jersey : John Wiley, c2014.Description: xiii, 182 p. : illustrations ; 25 cmISBN:
  • 9781118612262 (cloth)
Subject(s): Additional physical formats: Online version:: Fast sequential Monte Carlo methods for counting and optimizationDDC classification:
  • 519.282 23 R896
Contents:
1. Introduction to Monte Carlo Methods-- 2. Cross-Entropy method-- 3. Minimum cross-entropy method-- 4. Splitting method for counting and optimization-- 5. Stochastic enumeration method-- A. Additional topics-- Bibliography-- Abbreviations and acronyms-- List of symbols-- Index.
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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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.282 R896 (Browse shelf(Opens below)) Available 135765
Books ISI Library, Kolkata 519.282 R896 (Browse shelf(Opens below)) Available C26279
Total holds: 0

Includes bibliographical references (pages 169-176) and index.

1. Introduction to Monte Carlo Methods--
2. Cross-Entropy method--
3. Minimum cross-entropy method--
4. Splitting method for counting and optimization--
5. Stochastic enumeration method--
A. Additional topics--

Bibliography--
Abbreviations and acronyms--
List of symbols--
Index.

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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