The Cross Entropy Method For Combinatorial Optimization Rare Event Simulation And Neural Computation
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The Cross Entropy Method For Combinatorial Optimization Rare Event Simulation And Neural Computation
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Author :
language : en
Publisher:
Release Date : 2005
The Cross Entropy Method For Combinatorial Optimization Rare Event Simulation And Neural Computation written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Combinatorial optimization categories.
The Cross Entropy Method
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Author : Reuven Y. Rubinstein
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
The Cross Entropy Method written by Reuven Y. Rubinstein and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Computers categories.
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.
The Cross Entropy Method
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Author : Reuven Y. Rubinstein
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-07-28
The Cross Entropy Method written by Reuven Y. Rubinstein and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-07-28 with Business & Economics categories.
Rubinstein is the pioneer of the well-known score function and cross-entropy methods. Accessible to a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist and practitioner, who is interested in smart simulation, fast optimization, learning algorithms, and image processing.
Simulation And The Monte Carlo Method
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Author : Reuven Y. Rubinstein
language : en
Publisher: John Wiley & Sons
Release Date : 2016-11-07
Simulation And The Monte Carlo Method written by Reuven Y. Rubinstein and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-07 with Mathematics categories.
This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as importance (re-)sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems. An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples. The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization. A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search. In addition, the Third Edition features new material on: • Random number generation, including multiple-recursive generators and the Mersenne Twister • Simulation of Gaussian processes, Brownian motion, and diffusion processes • Multilevel Monte Carlo method • New enhancements of the cross-entropy (CE) method, including the “improved” CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters • Over 100 algorithms in modern pseudo code with flow control • Over 25 new exercises Simulation and the Monte Carlo Method, Third Edition is an excellent text for upper-undergraduate and beginning graduate courses in stochastic simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method. Reuven Y. Rubinstein, DSc, was Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein was also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting. Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics in the School of Mathematics and Physics of The University of Queensland, Australia. He has published over 100 articles and four books in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic c theory, reliability, computational statistics, applied probability, and stochastic modeling.
Computational Intelligence In Reliability Engineering
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Author : Gregory Levitin
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-10-25
Computational Intelligence In Reliability Engineering written by Gregory Levitin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-25 with Mathematics categories.
This volume includes chapters presenting applications of different metaheuristics in reliability engineering, including ant colony optimization, great deluge algorithm, cross-entropy method and particle swarm optimization. It also presents chapters devoted to cellular automata and support vector machines, and applications of artificial neural networks, a powerful adaptive technique that can be used for learning, prediction and optimization. Several chapters describe aspects of imprecise reliability and applications of fuzzy and vague set theory.
Handbook Of Simulation Optimization
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Author : Michael C Fu
language : en
Publisher: Springer
Release Date : 2014-11-13
Handbook Of Simulation Optimization written by Michael C Fu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-13 with Business & Economics categories.
The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology. Leading contributors cover such topics as discrete optimization via simulation, ranking and selection, efficient simulation budget allocation, random search methods, response surface methodology, stochastic gradient estimation, stochastic approximation, sample average approximation, stochastic constraints, variance reduction techniques, model-based stochastic search methods and Markov decision processes. This single volume should serve as a reference for those already in the field and as a means for those new to the field for understanding and applying the main approaches. The intended audience includes researchers, practitioners and graduate students in the business/engineering fields of operations research, management science, operations management and stochastic control, as well as in economics/finance and computer science.
Fundamental Approaches To Software Engineering
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Author : Marsha Chechik
language : en
Publisher: Springer
Release Date : 2009-03-28
Fundamental Approaches To Software Engineering written by Marsha Chechik and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-28 with Computers categories.
This book constitutes the refereed proceedings of the 12th International Conference on Fundamental Approaches to Software Engineering, FASE 2009, held in York, UK, in March 2009, as part of ETAPS 2009, the European Joint Conferences on Theory and Practice of Software. The 30 revised full papers presented together with 2 tool demonstrations were carefully reviewed and selected from 123 regluar and 9 tool paper submissions. The topics addressed are model-driven development, synthesis and adaptation, modeling, testing and debugging, model analysis, patterns, security, queries and error handling, and tools (demos) and program analysis.
Combinatorial Optimization And Application In Memory Of Mario Lucertini
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Author : Claudio Arbib
language : en
Publisher:
Release Date : 2007
Combinatorial Optimization And Application In Memory Of Mario Lucertini written by Claudio Arbib and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Combinatorial optimization categories.
Multiobjective Discrete And Combinatorial Optimization
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Author : Matthias Ehrgott
language : en
Publisher:
Release Date : 2006
Multiobjective Discrete And Combinatorial Optimization written by Matthias Ehrgott and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Combinatorial optimization categories.
Fuzzy Modeling And Control Theory And Applications
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Author : Fernando Matía
language : en
Publisher: Springer
Release Date : 2014-08-14
Fuzzy Modeling And Control Theory And Applications written by Fernando Matía and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-14 with Technology & Engineering categories.
Much work on fuzzy control, covering research, development and applications, has been developed in Europe since the 90's. Nevertheless, the existing books in the field are compilations of articles without interconnection or logical structure or they express the personal point of view of the author. This book compiles the developments of researchers with demonstrated experience in the field of fuzzy control following a logic structure and a unified the style. The first chapters of the book are dedicated to the introduction of the main fuzzy logic techniques, where the following chapters focus on concrete applications. This book is supported by the EUSFLAT and CEA-IFAC societies, which include a large number of researchers in the field of fuzzy logic and control. The central topic of the book, Fuzzy Control, is one of the main research and development lines covered by these associations.