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

Rubinstein, Reuven Y. Y.; Kroese, Dirk P.

ISBN 10: 1441919406 / ISBN 13: 9781441919403

Published by Springer, 2011

About this Item

Seller Inventory # ABLIING23Mar2411530293757

Bibliographic Details

Title: The Cross-Entropy Method: A Unified Approach...

Publisher: Springer

Publication Date: 2011

Binding: Soft cover

Condition: New

About this title

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.

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.