The cross entropy methodReuven Y. Rubenstein
The cross entropy method
Reuven Y. Rubenstein, Reuven Y. Rubinstein, Dirk P. Kroese · 2004
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About the book
"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."--BOOK JACKET.
Book details
- Year
- 2004
- Language
- English
- Publisher
- Springer
- Editions
- 1
- Pages
- 300
- ISBN
- 9780387212401
Data source: Wikidata