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Cross-Entropy Application: Combinatorial Optimization, Counting, and Rare Events Estimation - Softcover
Synopsis
Many important problems in science, engineering, and mathematics deal with counting problems that are #P-complete, like counting the number of perfect matches in a bipartite graph, determining the permanent of a matrix, counting the number of fixed-size cliques in a graph, and the number of forests in a graph. In this book we show how #P-complete counting problems can be viewed as particular instances of estimation problems, and as such can be solved efficiently via Monte Carlo techniques. We show how to resolve, at least partially, the curse of dimensionality of likelihood ratios while using importance sampling (IS) to estimate the performance of high-dimensional Monte Carlo simulation problems. The curse of dimensionality, which is better known under the name “the degeneracy properties of likelihood ratios” is one of the central topics in Monte Carlo simulation. The material is addressed to the students, practitioners or anyone else studying Monte Carlo simulation, combinatorial optimization, or simulation-based performance analysis of stochastic systems.
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About the Author
Dmitry Lifshitz, MSc : Studied Operations Research at the Technion - Israel Institute of Technology. Graduated with a BSc from Bryasnk State Technical University, Russia in Software Engineering for Computers and Automated Systems. Currently employed as a Software Engineer at Parametric Technology Corporation, Haifa, Israel.
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- PublisherLAP LAMBERT Academic Publishing
- Publication date2009
- ISBN 10 3838301250
- ISBN 13 9783838301259
- BindingPaperback
- LanguageEnglish
- Number of pages80
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Cross-Entropy Application
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LAP Lambert Academic Publishing Apr 2018, 2018
ISBN 10: 3838301250
ISBN 13: 9783838301259
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Many important problems in science, engineering, and mathematics deal with counting problems that are #P-complete, like counting the number of perfect matches in a bipartite graph, determining the permanent of a matrix, counting the number of fixed-size cliques in a graph, and the number of forests in a graph. In this book we show how #P-complete counting problems can be viewed as particular instances of estimation problems, and as such can be solved efficiently via Monte Carlo techniques. We show how to resolve, at least partially, the curse of dimensionality of likelihood ratios while using importance sampling (IS) to estimate the performance of high-dimensional Monte Carlo simulation problems. The curse of dimensionality, which is better known under the name 'the degeneracy properties of likelihood ratios' is one of the central topics in Monte Carlo simulation. The material is addressed to the students, practitioners or anyone else studying Monte Carlo simulation, combinatorial optimization, or simulation-based performance analysis of stochastic systems. 80 pp. Englisch. Seller Inventory # 9783838301259
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Cross-Entropy Application : Combinatorial Optimization, Counting, and Rare Events Estimation
Published by
LAP Lambert Academic Publishing, 2009
ISBN 10: 3838301250
ISBN 13: 9783838301259
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Many important problems in science, engineering, and mathematics deal with counting problems that are #P-complete, like counting the number of perfect matches in a bipartite graph, determining the permanent of a matrix, counting the number of fixed-size cliques in a graph, and the number of forests in a graph. In this book we show how #P-complete counting problems can be viewed as particular instances of estimation problems, and as such can be solved efficiently via Monte Carlo techniques. We show how to resolve, at least partially, the curse of dimensionality of likelihood ratios while using importance sampling (IS) to estimate the performance of high-dimensional Monte Carlo simulation problems. The curse of dimensionality, which is better known under the name 'the degeneracy properties of likelihood ratios' is one of the central topics in Monte Carlo simulation. The material is addressed to the students, practitioners or anyone else studying Monte Carlo simulation, combinatorial optimization, or simulation-based performance analysis of stochastic systems. Seller Inventory # 9783838301259
Quantity: 1 available
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Cross-Entropy Application
Published by
LAP Lambert Academic Publishing, 2018
ISBN 10: 3838301250
ISBN 13: 9783838301259
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Softcover
Seller: moluna, Greven, Germany
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Many important problems in science, engineering, and mathematics deal with counting problems that are #P-complete, like counting the number of perfect matches in a bipartite graph, determining the permanent of a matrix, counting the number of fixed-size cli. Seller Inventory # 5410867
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