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008 130509s2013 nju ob 001 0 eng
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035 _a(OCoLC)843010592
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042 _apcc
050 0 0 _aT57.64
072 7 _aMAT
_x041000
_2bisacsh
082 0 0 _a518/.282
_223
049 _aMAIN
100 1 _aRubinstein, Reuven Y.
245 1 0 _aFast sequential Monte Carlo methods for counting and optimization /
_cReuven 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.
264 1 _aHoboken, New Jersey :
_bJohn Wiley & Sons, Inc.,
_c[2013]
300 _a1 online resource.
336 _atext
_2rdacontent
337 _acomputer
_2rdamedia
338 _aonline resource
_2rdacarrier
490 1 _aWiley series in probability and statistics
504 _aIncludes bibliographical references and index.
588 _aDescription based on print version record and CIP data provided by publisher.
520 _aThis 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.
505 0 _aSeries; 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
505 8 _a4.3 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
505 8 _aA.3 Efficiency of EstimatorsBibliography; Abbreviations and Acronyms; List of Symbols; Index; Series
650 0 _aMonte Carlo method.
650 0 _aMathematical optimization.
650 7 _aMATHEMATICS
_xNumerical Analysis.
_2bisacsh
650 7 _aMathematical optimization.
_2fast
_0(OCoLC)fst01012099
650 7 _aMonte Carlo method.
_2fast
_0(OCoLC)fst01025819
650 7 _aSequentielle Monte-Carlo-Methode.
_2gnd
650 7 _aOptimierung.
_2gnd
655 4 _aElectronic books.
700 1 _aRidder, Ad,
_d1955-
700 1 _aVaisman, Radislav.
776 0 8 _iPrint version:
_aRubinstein, Reuven Y.
_tFast sequential Monte Carlo methods for counting and optimization
_dHoboken, New Jersey : John Wiley & Sons, Inc., [2013]
_z9781118612262
_w(DLC) 2013011113
830 0 _aWiley series in probability and statistics.
856 4 0 _uhttp://dx.doi.org/10.1002/9781118612323
_zWiley Online Library
994 _a92
_bDG1
999 _c20495
_d20454