The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning by Reuven Y. Rubenstein, Reuven Y. Rubinstein, Dirk P. Kroese

From the Publisher

This book is a comprehensive and accessible introduction to the

cross-entropy (CE) method. 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 and practitioner, who is interested in smart

simulation, fast optimization, learning algorithms, image processing,

et cetera.

The aim of this book to is to present a text in which 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 accentuating the

unifying and novel mathematical ideas behind the CE method, so as to

stimulate further research at a post-graduate level.

The emphasis in this book is placed on concepts rather than on

mathematical completeness.

Product Details

• Table of Contents

Table of Contents