By Reuven Y. Rubinstein,Ad Ridder,Radislav Vaisman
ISBN-10: 1118612264
ISBN-13: 9781118612262
A accomplished account of the speculation and alertness of Monte Carlo methods
Based on years of analysis in effective Monte Carlo equipment for estimation of rare-event percentages, counting difficulties, and combinatorial optimization, Fast Sequential Monte Carlo equipment for Counting and Optimization is an entire representation of speedy sequential Monte Carlo concepts. The e-book offers an obtainable evaluate of present paintings within the box of Monte Carlo equipment, in particular sequential Monte Carlo strategies, for fixing summary counting and optimization problems.
Written by means of specialists within the box, the ebook locations emphasis on cross-entropy, minimal cross-entropy, splitting, and stochastic enumeration. targeting the options and alertness of Monte Carlo recommendations, Fast Sequential Monte Carlo tools for Counting and Optimization includes:
- Detailed algorithms had to perform fixing real-world problems
- Numerous examples with Monte Carlo procedure produced suggestions in the 1-2% restrict of relative error
- A new usual sequential significance sampling set of rules along broad numerical results
- An appendix considering evaluation fabric to supply extra history information
Fast Sequential Monte Carlo equipment for Counting and Optimization is a great source for engineers, computing device scientists, mathematicians, statisticians, and readers attracted to effective simulation innovations. The publication can also be worthwhile for upper-undergraduate and graduate-level classes on Monte Carlo methods.
Read or Download Fast Sequential Monte Carlo Methods for Counting and Optimization (Wiley Series in Probability and Statistics) PDF
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Fast Sequential Monte Carlo Methods for Counting and Optimization (Wiley Series in Probability and Statistics) by Reuven Y. Rubinstein,Ad Ridder,Radislav Vaisman
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