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Author :
Publisher :
ISBN 13 :
Total Pages : 248 pages
Book Rating : 4.F/5 ( download)
Download or read book The Cross-entropy Method for Combinatorial Optimization, Rare Event Simulation and Neural Computation written by and published by . This book was released on 2005 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Reuven Y. Rubinstein
Publisher : Springer Science & Business Media
ISBN 13 : 1475743211
Total Pages : 316 pages
Book Rating : 4.4/5 (757 download)
Download or read book The Cross-Entropy Method written by Reuven Y. Rubinstein and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Reuven Y. Rubinstein
Publisher : Springer Science & Business Media
ISBN 13 : 9780387212401
Total Pages : 330 pages
Book Rating : 4.2/5 (124 download)
Download or read book The Cross-Entropy Method written by Reuven Y. Rubinstein and published by Springer Science & Business Media. This book was released on 2004-07-28 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Reuven Y. Rubinstein
Publisher : John Wiley & Sons
ISBN 13 : 1118632168
Total Pages : 432 pages
Book Rating : 4.1/5 (186 download)
Download or read book Simulation and the Monte Carlo Method written by Reuven Y. Rubinstein and published by John Wiley & Sons. This book was released on 2016-11-07 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Gerardo Rubino
Publisher : John Wiley & Sons
ISBN 13 : 9780470745410
Total Pages : 278 pages
Book Rating : 4.7/5 (454 download)
Download or read book Rare Event Simulation using Monte Carlo Methods written by Gerardo Rubino and published by John Wiley & Sons. This book was released on 2009-03-18 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.
Author : Marco Dorigo
Publisher : MIT Press
ISBN 13 : 9780262042192
Total Pages : 324 pages
Book Rating : 4.0/5 (421 download)
Download or read book Ant Colony Optimization written by Marco Dorigo and published by MIT Press. This book was released on 2004-06-04 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: An overview of the rapidly growing field of ant colony optimization that describes theoretical findings, the major algorithms, and current applications. The complex social behaviors of ants have been much studied by science, and computer scientists are now finding that these behavior patterns can provide models for solving difficult combinatorial optimization problems. The attempt to develop algorithms inspired by one aspect of ant behavior, the ability to find what computer scientists would call shortest paths, has become the field of ant colony optimization (ACO), the most successful and widely recognized algorithmic technique based on ant behavior. This book presents an overview of this rapidly growing field, from its theoretical inception to practical applications, including descriptions of many available ACO algorithms and their uses. The book first describes the translation of observed ant behavior into working optimization algorithms. The ant colony metaheuristic is then introduced and viewed in the general context of combinatorial optimization. This is followed by a detailed description and guide to all major ACO algorithms and a report on current theoretical findings. The book surveys ACO applications now in use, including routing, assignment, scheduling, subset, machine learning, and bioinformatics problems. AntNet, an ACO algorithm designed for the network routing problem, is described in detail. The authors conclude by summarizing the progress in the field and outlining future research directions. Each chapter ends with bibliographic material, bullet points setting out important ideas covered in the chapter, and exercises. Ant Colony Optimization will be of interest to academic and industry researchers, graduate students, and practitioners who wish to learn how to implement ACO algorithms.
Author : Gregory Levitin
Publisher : Springer Science & Business Media
ISBN 13 : 3540373713
Total Pages : 428 pages
Book Rating : 4.5/5 (43 download)
Download or read book Computational Intelligence in Reliability Engineering written by Gregory Levitin and published by Springer Science & Business Media. This book was released on 2006-10-25 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Michael C Fu
Publisher : Springer
ISBN 13 : 1493913840
Total Pages : 400 pages
Book Rating : 4.4/5 (939 download)
Download or read book Handbook of Simulation Optimization written by Michael C Fu and published by Springer. This book was released on 2014-11-13 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Claudio Arbib
Publisher :
ISBN 13 :
Total Pages : 264 pages
Book Rating : 4.F/5 ( download)
Download or read book Combinatorial Optimization and Application in Memory of Mario Lucertini written by Claudio Arbib and published by . This book was released on 2007 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jin Woo Park
Publisher : Springer Science & Business Media
ISBN 13 : 3540776001
Total Pages : 416 pages
Book Rating : 4.5/5 (47 download)
Download or read book AsiaSim 2007 written by Jin Woo Park and published by Springer Science & Business Media. This book was released on 2007-12-21 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is made up of selected papers from the Asia Simulation Conference 2007, held in Seoul, Korea, in October of 2007. The 42 revised full papers presented were carefully reviewed and selected from 120 submissions. After the conference, the papers went through another round of revision. The papers are organized in topical sections on a host of subjects. These include, among others, sections on numerical simulation, general application, and agent-based simulation.
Author : Karsten Keller
Publisher : MDPI
ISBN 13 : 3039280325
Total Pages : 260 pages
Book Rating : 4.0/5 (392 download)
Download or read book Entropy Measures for Data Analysis written by Karsten Keller and published by MDPI. This book was released on 2019-12-19 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Entropies and entropy-like quantities play an increasing role in modern non-linear data analysis. Fields that benefit from this application range from biosignal analysis to econophysics and engineering. This issue is a collection of papers touching on different aspects of entropy measures in data analysis, as well as theoretical and computational analyses. The relevant topics include the difficulty to achieve adequate application of entropy measures and the acceptable parameter choices for those entropy measures, entropy-based coupling, and similarity analysis, along with the utilization of entropy measures as features in automatic learning and classification. Various real data applications are given.
Author : Sira Allende
Publisher :
ISBN 13 :
Total Pages : 268 pages
Book Rating : 4.F/5 ( download)
Download or read book Operations Research and Systems (CLAIO XII) written by Sira Allende and published by . This book was released on 2008 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Marsha Chechik
Publisher : Springer Science & Business Media
ISBN 13 : 3642005926
Total Pages : 500 pages
Book Rating : 4.6/5 (42 download)
Download or read book Fundamental Approaches to Software Engineering written by Marsha Chechik and published by Springer Science & Business Media. This book was released on 2009-03-09 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Nicolas Chopin
Publisher : Springer Nature
ISBN 13 : 3030478459
Total Pages : 378 pages
Book Rating : 4.0/5 (34 download)
Download or read book An Introduction to Sequential Monte Carlo written by Nicolas Chopin and published by Springer Nature. This book was released on 2020-10-01 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. These methods have become a staple for the sequential analysis of data in such diverse fields as signal processing, epidemiology, machine learning, population ecology, quantitative finance, and robotics. The coverage is comprehensive, ranging from the underlying theory to computational implementation, methodology, and diverse applications in various areas of science. This is achieved by describing SMC algorithms as particular cases of a general framework, which involves concepts such as Feynman-Kac distributions, and tools such as importance sampling and resampling. This general framework is used consistently throughout the book. Extensive coverage is provided on sequential learning (filtering, smoothing) of state-space (hidden Markov) models, as this remains an important application of SMC methods. More recent applications, such as parameter estimation of these models (through e.g. particle Markov chain Monte Carlo techniques) and the simulation of challenging probability distributions (in e.g. Bayesian inference or rare-event problems), are also discussed. The book may be used either as a graduate text on Sequential Monte Carlo methods and state-space modeling, or as a general reference work on the area. Each chapter includes a set of exercises for self-study, a comprehensive bibliography, and a “Python corner,” which discusses the practical implementation of the methods covered. In addition, the book comes with an open source Python library, which implements all the algorithms described in the book, and contains all the programs that were used to perform the numerical experiments.
Author : Matthias Ehrgott
Publisher :
ISBN 13 :
Total Pages : 380 pages
Book Rating : 4.F/5 ( download)
Download or read book Multiobjective Discrete and Combinatorial Optimization written by Matthias Ehrgott and published by . This book was released on 2006 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eva K. Lee
Publisher :
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.F/5 ( download)
Download or read book Operations Research in Medicine-computing and Optimization in Medicine and Life Sciences written by Eva K. Lee and published by . This book was released on 2006 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 396 pages
Book Rating : 4.F/5 ( download)
Download or read book Integer Programming written by and published by . This book was released on 2005 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:
