30% off all books with the code: BOOKS
  • check 10+ million books
  • check New arrivals every day
  • check Trusted by 1M+ customers
  • check Great prices & discounts
  • check Shipping across Europe

Cross-Entropy Application: Combinatorial Optimization, Counting, and Rare Events Estimation - Dmitry Lifshitz

English
2009-05-17
€53.86 €76.94

-30% with code BOOKS

In stock at our supplier

Shipping in 12-18 days

30-day return policy

Many important problems in science, engineering, and mathematics deal with counting problems that are #P-complete, like counting the number of perfect matches in a bipartite graph, determining the permanent of a matrix, counting the number of fixed-size cliques in a graph, and the number of forests in a graph. In this book we show how #P-complete counting problems can be viewed as particular instances of es ... Full description

You May Also Like

Description

Many important problems in science, engineering, and mathematics deal with counting problems that are #P-complete, like counting the number of perfect matches in a bipartite graph, determining the permanent of a matrix, counting the number of fixed-size cliques in a graph, and the number of forests in a graph. In this book we show how #P-complete counting problems can be viewed as particular instances of estimation problems, and as such can be solved efficiently via Monte Carlo techniques. We show how to resolve, at least partially, the curse of dimensionality of likelihood ratios while using importance sampling (IS) to estimate the performance of high-dimensional Monte Carlo simulation problems. The curse of dimensionality, which is better known under the name ¿the degeneracy properties of likelihood ratios¿ is one of the central topics in Monte Carlo simulation. The material is addressed to the students, practitioners or anyone else studying Monte Carlo simulation, combinatorial optimization, or simulation-based performance analysis of stochastic systems.

More Information

Author Dmitry Lifshitz
Publisher LAP Lambert Academic Publishing
Release year 2009
Cover type Softcover
EAN 9783838301259
Write Your Own Review
You're reviewing: Cross-Entropy Application: Combinatorial Optimization, Counting, and Rare Events Estimation
Your Rating:

Goodreads Reviews

€53.86 €76.94