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
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | QA402.5 .R815 2004 | Off-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.
- Subjects
- 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