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The Cross-Entropy Method James J Diplomarbeit aus dem Jahr 2009

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Diplomarbeit aus dem Jahr 2009 im Fachbereich Geschichte Deutschlands - Neuere Geschichte

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The Cross-Entropy Method James J Diplomarbeit aus dem Jahr 2009This book is a comprehensive and accessible introduction to the cross entropy (CE) method. The CE method started life around 1997 when the first author proposed an adaptive algorithm for rare event simulation using a cross entropy minimization technique. It was soon realized that the underlying ideas had a much wider range of application than just in rare event simulation; they could be readily adapted to tackle quite general combinatorial and multi

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