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The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning
Hardcover
Series: Information Science and Statistics
Technology & EngineeringGeneral ComputersProbability & Statistics
ISBN13: 9780387212401
Publisher: Springer Nature
Published: Jul 28 2004
Pages: 301
Weight: 1.29
Height: 0.80 Width: 6.28 Depth: 9.50
Language: English
The cross-entropy (CE) method is one of the most significant developments in randomized optimization and simulation in recent years. This book explains in detail how and why the CE method works. The simplicity and versatility of the method is illustrated via a diverse collection of optimization and estimation problems. The book is aimed at 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.
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The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning
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