Title Fast sequential Monte Carlo methods for counting and optimization / Reuven 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. [O'Reilly electronic resource]

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Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]

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Description	1 online resource
Bibliography	Includes bibliographical references and index.
Summary	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.
Contents	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.
Subject	Monte Carlo method.
	Mathematical optimization.
	Monte Carlo Method
	Méthode de Monte-Carlo.
	Optimisation mathématique.
	Mathematical optimization
	Monte Carlo method
	Sequenzielle Monte-Carlo-Methode
	Optimierung
Added Author	Ridder, Ad, 1955-
	Vaisman, Radislav.
Other Form:	Print version: Rubinstein, Reuven Y. Fast sequential Monte Carlo methods for counting and optimization. Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 9781118612262 (DLC) 2013011113
ISBN	9781118612316 (pdf)
	1118612310 (pdf)
	9781118612354
	1118612353
	9781118612378
	111861237X
	9781118612323
	1118612329
	9781306118422
	1306118425
	(cloth)
Music No.	EB00063967 Recorded Books

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