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The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics)

Reuven Y. Rubinstein, Dirk P. Kroese




[PDF.lr11] The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics)

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 | #2825588 in Books |  Reuven Y Rubenstein |  2004-07-28 | Original language:English | PDF # 1 |  9.21 x.75 x6.14l,1.29 | File type: PDF | 301 pages

 | The Cross Entropy Method A Unified Approach to Combinatorial Optimization Monte Carlo Simulation and Machine Learning

||2 of 5 people found the following review helpful.| A great book about a fascinating method|By Ad Ridder|The cross entropy method (CE) is a modern technique attacking optimization and estimation problems by simulation. It has been introduced by the first author and it is elaborated thoroughly in this book. The reader will find a lucid introductory chapter into the subject followed by the core of the book consisting of a chapter| ||From the reviews: |"Rarely have I seen such a dense and straight to the point pedagogical monograph on such a modern subject. This excellent book, on the simulated cross-entropy method (CEM) pioneered by one of the authors (Rubinstein), is very well written..

Rubinstein is the pioneer of the well-known score function and cross-entropy methods.

Accessible to a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist and practitioner, who is interested in smart simulation, fast optimization, learning algorithms, and image processing.



You can specify the type of files you want, for your device.The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics)   |  Reuven Y. Rubinstein, Dirk P. Kroese. I really enjoyed this book and have already told so many people about it!

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