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Více informací o knize Fast Sequential Monte Carlo Methods for Counting and Optimization

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Anotace knihy

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 problems§Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error§A new generic sequential importance sampling algorithm alongside extensive numerical results§An 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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis

• Plný název: Fast Sequential Monte Carlo Methods for Counting and Optimization
• Autor: Reuven Y Rubinstein
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 208
• EAN: 9781118612262
• ISBN: 1118612264
• ID: 02179096
• Nakladatelství: John Wiley & Sons Inc
• Hmotnost: 426 g
• Rozměry: 167 × 242 × 16 mm
• Datum vydání: 27. November 2013

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