Title: The cross entropy method
First published: 2004
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.
Subjects: Cross-entropy method, Combinatorial optimization, Monte Carlo method, Machine learning
LC classification: QA76