The cross entropy method
Subtitle: a unified approach to combinatorial optimization, Monte-Carlo simluation, and machine learning
By: Reuven Y. Rubenstein, Dirk P. Kroese.
Publisher: Springer
Published: 2004
Place of publication: New York, NY
Language: eng
Number of pages: 300
Description: "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.