Research Catalog

The cross-entropy method : a unified approach to combinatorial optimization, Monte-Carlo simulation, and machine learning

Title
The cross-entropy method : a unified approach to combinatorial optimization, Monte-Carlo simulation, and machine learning / Reuven Y. Rubenstein, Dirk P. Kroese.
Author
Rubinstein, Reuven Y.
Publication
New York : Springer, [2004], ©2004.

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
Request for On-site UseRequest Scan
How do I pick up this item and when will it be ready?
TextRequest in advance QA402.5 .R815 2004Off-site

Holdings

Details

Additional Authors
Kroese, Dirk P.
Description
xx, 300 pages : illustrations; 24 cm.
Summary
"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."--BOOK JACKET.
Series Statement
Information science and statistics
Uniform Title
Information science and statistics.
Subject
  • Cross-entropy method
  • Combinatorial optimization
  • Monte Carlo method
  • Machine learning
Bibliography (note)
  • Includes bibliographical references (p. 287-295) and index.
Contents
1. Preliminaries -- 2. A tutorial introduction to the cross-entropy method -- 3. Efficient simulation via cross-entropy -- 4. Combinatorial optimization via cross-entropy -- 5. Continuous optimization and modifications -- 6. Noisy optimization with CE -- 7. Applications of CE to COPs -- 8. Applications of CE to machine learning.
ISBN
038721240X (hardback : alk. paper)
LCCN
2004048202
OCLC
  • ocm55149396
  • SCSB-5077650
Owning Institutions
Columbia University Libraries