Fast sequential Monte Carlo methods for counting and optimization

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 enumera...

Full description

Bibliographic Details
Main Author: Rubinstein, Reuven Y.
Other Authors: Ridder, Ad, Vaisman, Radislav
Format: eBook
Language:English
Published: Hoboken, New Jersey John Wiley & Sons, Inc. 2013
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Description
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
Physical Description:1 online resource
ISBN:9781118612378
111861237X
1118612310
1118612353
9781118612354
9781118612323
9781118612316
1118612329
1306118425
9781306118422