The Cross-Entropy Method

Released on by Reuven Y. Rubinstein
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  • The Cross-Entropy Method Book Detail

  • Author : Reuven Y. Rubinstein
  • Release Date : 2013-03-09
  • Publisher : Springer Science & Business Media
  • Genre : Computers
  • Pages : 316
  • ISBN 13 : 1475743211
  • File Size : 13,13 MB
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The Cross-Entropy Method by Reuven Y. Rubinstein PDF Summary

Book Description: 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.

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A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical