The cross-entropy method : a unified approach to combinatorial optimization, Monte-Carlo simulation, and machine learning / Reuven Y. Rubenstein, Dirk P. Kroese.

Author
Rubenstein, Reuven Y. [Browse]
Format
Book
Language
English
Published/​Created
New York : Springer, ©2004.
Description
xx, 300 pages : illustrations ; 24 cm

Availability

Available Online

Copies in the Library

Location Call Number Status Location Service Notes
Lewis Library - Stacks QA402.5 .R815 2004 Browse related items Request

    Details

    Subject(s)
    Related name
    Series
    Information science and statistics [More in this series]
    Summary note
    "The book is aimed at a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist or practitioner, who is interested in fast simulation, including rare-event probability estimation, efficient combinatorial and continuous multi-extremal optimization, and machine learning algorithms."--Jacket.
    Bibliographic references
    Includes bibliographical references (p. 287-295) and index.
    Contents
    • 1. Preliminaries
    • 2. A tutorial introduction to the cross-entropy method
    • 3. Efficient simulation via cross-entropy
    • 4. Combinatorial optimization via cross-entropy
    • 5. Continuous optimization and modifications
    • 6. Noisy optimization with CE
    • 7. Applications of CE to COPs
    • 8. Applications of CE to machine learning
    • A. Example programs.
    ISBN
    • 038721240X ((hardback ; : alk. paper))
    • 9780387212401 ((hardback ; : alk. paper))
    • 9781441919403 ((pbk.))
    • 1441919406 ((pbk.))
    LCCN
    2004048202
    OCLC
    55149396
    Statement on language in description
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