Ebook: Fast sequential Monte Carlo methods for counting and optimization
Author: Ridder Ad, Rubinstein Reuven Y., Vaisman Radislav
- Tags: Mathematical optimization, Monte Carlo method, Electronic books
- Year: 2014
- Publisher: J. Wiley & Sons
- City: Hoboken;N.J
- Edition: Online-ausg
- Language: English
- pdf
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.