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[资源] 蒙特卡罗方法计算和优化（英文版）

Fast Sequential Monte Carlo Methods for Counting and Optimization

About this Book
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 MonteCarlo 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 Countingand 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.

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You have free access to this contentFrontmatter (pages i–xiii)
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Chapter 1
Introduction to Monte Carlo Methods (pages 1–5)
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Chapter 2
Cross-Entropy Method (pages 6–36)
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Chapter 3
Minimum Cross-Entropy Method (pages 37–55)
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Chapter 4
Splitting Method for Counting and Optimization (pages 56–105)
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Chapter 5
Stochastic Enumeration Method (pages 106–147)
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You have free access to this contentAppendix A: Additional Topics (pages 148–168)
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You have free access to this contentBibliography (pages 169–176)
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You have free access to this contentAbbreviations and Acronyms (page 177)
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You have free access to this contentList of Symbols (pages 178–179)
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You have free access to this contentIndex (pages 181–182)
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You have free access to this contentWiley Series in Probability and Statistics (pages 183–192)
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2014-12-01 17:13:23, 5.64 M