Fast Sequential Monte Carlo Methods for Counting and Optimization

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Éditeur :

Wiley


Collection :

Wiley Series in Probability and Statistics

Paru le : 2013-11-13

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Description

A comprehensive account of the theory and application of Monte Carlo methods
Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems.
Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Counting and Optimization includes: Detailed algorithms needed to practice solving real-world problems Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error A new generic sequential importance sampling algorithm alongside extensive numerical results An appendix focused on review material to provide additional background information
Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques. The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.
Pages
208 pages
Collection
Wiley Series in Probability and Statistics
Parution
2013-11-13
Marque
Wiley
EAN papier
9781118612262
EAN PDF
9781118612316

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
208
Taille du fichier
5714 Ko
Prix
122,33 €
EAN EPUB
9781118612354

Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
208
Taille du fichier
14776 Ko
Prix
122,33 €