The Cross-Entropy Method - A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Paperback, Softcover reprint of the original 1st ed. 2004)

This 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-extremal optimization problems, including many problems associated with the field of learning algorithms and neural computation. 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 or practitioner, who is interested in smart simulation, fast optimization, learning algorithms, image processing, etc. Our aim was to write a book on 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 accentu ating the unifying and novel mathematical ideas behind the CE method, so as to stimulate further research at a postgraduate level."

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Information Science and Statistics
Release date:	November 2013
First published:	2004
Authors:	Reuven Y. Rubinstein • Dirk P. Kroese
Dimensions:	235 x 155 x 23mm (L x W x T)
Format:	Paperback
Pages:	301
Edition:	Softcover reprint of the original 1st ed. 2004
ISBN-13:	978-1-4419-1940-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Computing & IT > General theory of computing > Mathematical theory of computation Books > Computing & IT > Applications of computing > Computer modelling & simulation Books > Business & Economics > Business & management > Management & management techniques > Operational research Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers Books > Computing & IT > Applications of computing > Artificial intelligence > General Promotions
LSN:	1-4419-1940-6
Barcode:	9781441919403

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!