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The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics) - Hardcover
Synopsis
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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From the Publisher
Editorial Reviews
This book is a comprehensive and accessible introduction to the cross-entropy (CE) method. The book is based on an advanced undergraduate course on the CE method, given at the Israel Institute of Technology (Technion) for the last three years. It is aimed at a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist and practitioner, who is interested in smart simulation, fast...
From the Back Cover
The cross-entropy (CE) method is one of the most significant developments in stochastic optimization and simulation in recent years. This book explains in detail how and why the CE method works. The CE method involves an iterative procedure where each iteration can be broken down into two phases: (a) generate a random data sample (trajectories, vectors, etc.) according to a specified mechanism; (b) update the parameters of...
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- PublisherSpringer
- Publication date2004
- ISBN 10 038721240X
- ISBN 13 9780387212401
- BindingHardcover
- LanguageEnglish
- Number of pages321
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