TY  - BOOK
AU  - Rubinstein,Reuven Y.
AU  - Ridder,Ad
AU  - Vaisman,Radislav
TI  - Fast sequential Monte Carlo methods for counting and optimization
T2  - Wiley series in probability and statistics
SN  - 9781118612316 (pdf)
AV  - T57.64 
U1  - 518/.282 23
PY  - 2013///]
CY  - Hoboken, New Jersey
PB  - John Wiley & Sons, Inc.
KW  - Monte Carlo method
KW  - Mathematical optimization
KW  - MATHEMATICS
KW  - Numerical Analysis
KW  - bisacsh
KW  - fast
KW  - Sequentielle Monte-Carlo-Methode
KW  - gnd
KW  - Optimierung
KW  - Electronic books
N1  - Includes bibliographical references and index; Series; Copyright; Dedication; Chapter 1: Introduction to Monte Carlo Methods; Chapter 2: Cross-Entropy Method; 2.1 Introduction; 2.2 Estimation of Rare-Event Probabilities; 2.3 Cross-Entropy Method forOptimization; 2.4 Continuous Optimization; 2.5 Noisy Optimization; Chapter 3: Minimum Cross-Entropy Method; 3.1 Introduction; 3.2 Classic MinxEnt Method; 3.3 Rare Events and MinxEnt; 3.4 Indicator MinxEnt Method; 3.5 IME Method for Combinatorial Optimization; Chapter 4: Splitting Method for Counting and Optimization; 4.1 Background; 4.2 Quick Glance at the Splitting Method; 4.3 Splitting Algorithm with Fixed Levels4.4 Adaptive Splitting Algorithm; 4.5 Sampling Uniformly on Discrete Regions; 4.6 Splitting Algorithm for Combinatorial Optimization; 4.7 Enhanced Splitting Method for Counting; 4.8 Application of Splitting to Reliability Models; 4.9 Numerical Results with the Splitting Algorithms; 4.10 Appendix: Gibbs Sampler; Chapter 5: Stochastic Enumeration Method; 5.1 Introduction; 5.2 OSLA Method and Its Extensions; 5.3 SE Method; 5.4 Applications of SE; 5.5 Numerical Results; Appendix A: Additional Topics; A.1 Combinatorial Problems; A.2 Information; A.3 Efficiency of EstimatorsBibliography; Abbreviations and Acronyms; List of Symbols; Index; Series
N2  - 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
UR  - http://onlinelibrary.wiley.com/book/10.1002/9781118612323
ER  -