The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (Information Science and Statistics)

by Reuven Y. Rubinstein and Dirk P. Kroese

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.

• ISBN13: 9780387212401
• Publish Date: 28 July 2004
• Publish Status: Active
• Publish Country: US
• Imprint: Springer-Verlag New York Inc.
• Edition: 2004 ed.
• Format: Hardcover
• Pages: 301
• Language: English