Fast Sequential Monte Carlo Methods for Counting and by Reuven Y. Rubinstein,Ad Ridder,Radislav Vaisman PDF
By Reuven Y. Rubinstein,Ad Ridder,Radislav Vaisman
A entire account of the idea and alertness of Monte Carlo methods
Based on years of analysis in effective Monte Carlo tools for estimation of rare-event possibilities, counting difficulties, and combinatorial optimization, Fast Sequential Monte Carlo tools for Counting and Optimization is an entire representation of quick sequential Monte Carlo ideas. The publication presents an obtainable review of present paintings within the box of Monte Carlo equipment, in particular sequential Monte Carlo options, for fixing summary counting and optimization problems.
Written through gurus within the box, the ebook areas emphasis on cross-entropy, minimal cross-entropy, splitting, and stochastic enumeration. targeting the innovations and alertness of Monte Carlo ideas, Fast Sequential Monte Carlo tools for Counting and Optimization includes:
- Detailed algorithms had to perform fixing real-world problems
- Numerous examples with Monte Carlo procedure produced recommendations in the 1-2% restrict of relative error
- A new regularly occurring sequential significance sampling set of rules along large numerical results
- An appendix concerned with evaluate fabric to supply extra heritage information
Fast Sequential Monte Carlo tools for Counting and Optimization is a very good source for engineers, desktop scientists, mathematicians, statisticians, and readers drawn to effective simulation options. The publication is usually priceless for upper-undergraduate and graduate-level classes on Monte Carlo methods.
Read or Download Fast Sequential Monte Carlo Methods for Counting and Optimization (Wiley Series in Probability and Statistics) PDF
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Extra info for Fast Sequential Monte Carlo Methods for Counting and Optimization (Wiley Series in Probability and Statistics)
Fast Sequential Monte Carlo Methods for Counting and Optimization (Wiley Series in Probability and Statistics) by Reuven Y. Rubinstein,Ad Ridder,Radislav Vaisman