Fast Sequential Monte Carlo Methods for Counting and Optimization Hardback
by Reuven Y. (Technion Inst. of Israel) Rubinstein, Ad Ridder, Radislav Vaisman
Part of the Wiley Series in Probability and Statistics series
Hardback
Description
A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques.
The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration.
Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Counting and Optimization includes: Detailed algorithms needed to practice solving real-world problemsNumerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative errorA new generic sequential importance sampling algorithm alongside extensive numerical resultsAn appendix focused on review material to provide additional background information Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques.
The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:208 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:28/01/2014
- Category:
- ISBN:9781118612262
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:208 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:28/01/2014
- Category:
- ISBN:9781118612262
