Fast sequential Monte Carlo methods for counting and optimization /
[Book]
Reuven Y. Rubinstein, Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology, Haifa, Israel, Ad Ridder, Department of Econometrics and Operations Research, Vrije University, Amsterdam, Netherlands, Radislav Vaisman, Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology, Haifa, Israel
1 online resource (xiii, 182 pages)
Wiley series in probability and statistics
Includes bibliographical references (pages 169-176) and 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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CL0500000419
Fast sequential Monte Carlo methods for counting and optimization