Fast sequential Monte Carlo methods for counting and optimization / Reuven Y. Rubinstein, Ad Ridder and Radislav Vaisman.
Material type:
TextSeries: Wiley series in probability and statisticsPublication details: New Jersey : John Wiley, c2014.Description: xiii, 182 p. : illustrations ; 25 cmISBN: - 9781118612262 (cloth)
- 519.282 23 R896
| 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 |
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| 519.282 R639 Introducing Monte Carlo methods with R | 519.282 R896 Simulation and the Monte Carlo method | 519.282 R896 Fast sequential Monte Carlo methods for counting and optimization / | 519.282 R896 Fast sequential Monte Carlo methods for counting and optimization / | 519.282 R896 Simulation and the Monte Carlo method / | 519.282 RM-2132 Addisive generation of pseudorandom numbers | 519.282 Sa253 Levy processes and infinitely divisible distributions |
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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