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

2.67 avg rating
( 3 ratings by Goodreads )
 
9780387212401: The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics)
View all copies of this ISBN edition:
 
 

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.

"synopsis" may belong to another edition of this title.

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 optimization, learning algorithms, image processing, et cetera.

The aim of this book to is to present a text in which the CE method which was accessible to advanced undergraduate students and engineers who simply want to apply the CE method in their work, while at the same time accentuating the unifying and novel mathematical ideas behind the CE method, so as to stimulate further research at a postgraduate level. The emphasis in this book is placed on concepts rather than on mathematical completeness.

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 the random mechanism based on this data in order to produce a ``better'' sample in the next iteration. The simplicity and versatility of the method is illustrated via a diverse collection of optimization and estimation problems.

The book is aimed at a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist or practitioner, who is interested in fast simulation, including rare-event probability estimation, efficient combinatorial and continuous multi-extremal optimization, and machine learning algorithms.

Reuven Y. Rubinstein is the Milford Bohm Professor of Management at the Faculty of Industrial Engineering and Management at the Technion (Israel Institute of Technology). His primary areas of interest are stochastic modelling, applied probability, and simulation. He has written over 100 articles and has published five books. He is the pioneer of the well-known score-function and cross-entropy methods.

Dirk P. Kroese is an expert on the cross-entropy method. He has published close to 40 papers in a wide range of subjects in applied probability and simulation. He is on the editorial board of Methodology and Computing in Applied Probability and is Guest Editor of the Annals of Operations Research. He has held research and teaching positions at Princeton University and The University of Melbourne, and is currently working at the Department of Mathematics of The University of Queensland.

"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..."

Computing Reviews, Stochastic Programming November, 2004

"It is a substantial contribution to stochastic optimization and more generally to the stochastic numerical methods theory." Short Book Reviews of the ISI, April 2005

"...I wholeheartedly recommend this book to anybody who is interested in stochastic optimization or simulation-based performance analysis of stochastic systems." Gazette of the Australian Mathematical Society, vol. 32 (3) 2005

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 199.00
US$ 47.00

Convert currency

Shipping: US$ 4.63
From India to U.S.A.

Destination, rates & speeds

Add to Basket

Other Popular Editions of the Same Title

9781441919403: The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics)

Featured Edition

ISBN 10:  1441919406 ISBN 13:  9781441919403
Publisher: Springer, 2011
Softcover

Top Search Results from the AbeBooks Marketplace

1.

Rubinstein R.Y.
ISBN 10: 038721240X ISBN 13: 9780387212401
New Hardcover Quantity Available: > 20
Seller:
bookscollection
(Delhi, DELHI, India)
Rating
[?]

Book Description Condition: Brand New. HARDCOVER, Book Condition New, U.S. EDITION. We Do not Ship APO FPO AND PO BOX. . Printing in English language.NO CD AND ACCESS CODE. Quick delivery by USPS/UPS/DHL/FEDEX/ARAMEX ,Customer satisfaction guaranteed. We may ship the books from Asian regions for inventory purpose. Seller Inventory # ABE ORGNEWCB #11448

More information about this seller | Contact this seller

Buy New
US$ 47.00
Convert currency

Add to Basket

Shipping: US$ 4.63
From India to U.S.A.
Destination, rates & speeds

2.

Rubinstein R.Y.
ISBN 10: 038721240X ISBN 13: 9780387212401
New Hardcover Quantity Available: > 20
Seller:
bookscollection
(Delhi, DELHI, India)
Rating
[?]

Book Description Condition: Brand New. HARDCOVER, Book Condition New, U.S. EDITION. We Do not Ship APO FPO AND PO BOX. . Printing in English language.NO CD AND ACCESS CODE. Quick delivery by USPS/UPS/DHL/FEDEX/ARAMEX ,Customer satisfaction guaranteed. We may ship the books from Asian regions for inventory purpose. Seller Inventory # ABEORGJULY18#524

More information about this seller | Contact this seller

Buy New
US$ 47.00
Convert currency

Add to Basket

Shipping: US$ 4.63
From India to U.S.A.
Destination, rates & speeds

3.

Reuven Y. Rubinstein, Dirk P. Kroese
Published by Springer (2004)
ISBN 10: 038721240X ISBN 13: 9780387212401
New Hardcover Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Springer, 2004. Hardcover. Condition: New. 2004. Seller Inventory # DADAX038721240X

More information about this seller | Contact this seller

Buy New
US$ 103.32
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

4.

Reuven Y. Rubinstein; Dirk P. Kroese
ISBN 10: 038721240X ISBN 13: 9780387212401
New Quantity Available: 1
Seller:
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Condition: New. Bookseller Inventory # ST038721240X. Seller Inventory # ST038721240X

More information about this seller | Contact this seller

Buy New
US$ 141.59
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

5.

Reuven Y. Rubinstein, Dirk P. Kroese
Published by Springer-Verlag New York Inc., United States (2004)
ISBN 10: 038721240X ISBN 13: 9780387212401
New Quantity Available: 1
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description Springer-Verlag New York Inc., United States, 2004. Mixed media product. Condition: New. 2004 ed.. Language: English . Brand New Book. 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. Seller Inventory # AAZ9780387212401

More information about this seller | Contact this seller

Buy New
US$ 142.82
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

6.

Reuven Y. Rubinstein, Dirk P. Kroese
Published by Springer-Verlag New York Inc., United States (2004)
ISBN 10: 038721240X ISBN 13: 9780387212401
New Quantity Available: 1
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Springer-Verlag New York Inc., United States, 2004. Mixed media product. Condition: New. 2004 ed.. Language: English . Brand New Book. 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. Seller Inventory # AAZ9780387212401

More information about this seller | Contact this seller

Buy New
US$ 147.16
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

7.

Reuven Y. Rubinstein; Dirk P. Kroese
Published by Springer (2004)
ISBN 10: 038721240X ISBN 13: 9780387212401
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Springer, 2004. Condition: New. book. Seller Inventory # M038721240X

More information about this seller | Contact this seller

Buy New
US$ 158.67
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

8.

Reuven Y. Rubinstein; Dirk P. Kroese
Published by Springer (2004)
ISBN 10: 038721240X ISBN 13: 9780387212401
New Hardcover Quantity Available: 1
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Springer, 2004. Condition: New. book. Seller Inventory # ria9780387212401_rkm

More information about this seller | Contact this seller

Buy New
US$ 172.90
Convert currency

Add to Basket

Shipping: US$ 5.12
From United Kingdom to U.S.A.
Destination, rates & speeds

9.

Rubinstein, Reuven Y.
Published by Springer New York (2004)
ISBN 10: 038721240X ISBN 13: 9780387212401
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Springer New York, 2004. UNK. Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9780387212401

More information about this seller | Contact this seller

Buy New
US$ 179.35
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

10.

Reuven Y. Rubinstein (author), Dirk P. Kroese (author)
Published by Springer New York 2004-07-28, New York (2004)
ISBN 10: 038721240X ISBN 13: 9780387212401
New Quantity Available: 10
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Springer New York 2004-07-28, New York, 2004. multimedia item. Condition: New. Seller Inventory # 9780387212401

More information about this seller | Contact this seller

Buy New
US$ 181.32
Convert currency

Add to Basket

Shipping: US$ 7.94
From United Kingdom to U.S.A.
Destination, rates & speeds

There are more copies of this book

View all search results for this book