Fast sequential Monte Carlo methods for counting and optimization /
General Material Designation
[Book]
First Statement of Responsibility
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
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xiii, 182 pages)
SERIES
Series Title
Wiley series in probability and statistics
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 169-176) and index
SUMMARY OR ABSTRACT
Text of Note
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
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Safari Books Online
Stock Number
CL0500000419
OTHER EDITION IN ANOTHER MEDIUM
Title
Fast sequential Monte Carlo methods for counting and optimization