TY  - BOOK
AU  - Rubinstein,Reuven Y.
AU  - Ridder,Ad
AU  - Vaisman,Radislav
TI  - Fast sequential Monte Carlo methods for counting and optimization
T2  - Wiley series in probability and statistics
SN  - 9781118612262 (cloth)
U1  - 519.282 23
PY  - 2014///
CY  - New Jersey
PB  - John Wiley
KW  - Monte Carlo method
KW  - Mathematical optimization
N1  - 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.


N2  - 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
ER  -