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Cross-Entropy Method

Name: Cross-Entropy Method
Brand: Springer-Verlag New York Inc.
SKU: 01380946
Price: 69559 HUF
Availability: InStock
Author: Reuven Y. Rubinstein
ISBN: 9780387212401

A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning

Reuven Y. Rubinstein

Dirk P. Kroese

Language

English

Book Hardback

Libristo code: 01380946

Publishers Springer-Verlag New York Inc., July 2004

The cross-entropy (CE) method is one of the most significant developments in stochastic optimization... Full description

Libristo code: 01380946

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The cross-entropy (CE) method is one of the most significant developments in stochastic optimization and simulation in recent years. This book explains in detail how and why the CE method works. The CE method involves an iterative procedure where each iteration can be broken down into two phases: (a) generate a random data sample (trajectories, vectors, etc.) according to a specified mechanism; (b) update the parameters of the random mechanism based on this data in order to produce a "better" sample in the next iteration. The simplicity and versatility of the method is illustrated via a diverse collection of optimization and estimation problems.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.

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About the book

Full name Cross-Entropy Method

Author Reuven Y. Rubinstein, Dirk P. Kroese

Language

English

Binding Book - Hardback

Date of issue 2004

Number of pages 301

EAN 9780387212401

ISBN 038721240X

Libristo code 01380946

Publishers Springer-Verlag New York Inc.

Weight 640

Dimensions 164 x 244 x 22

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