Fast sequential Monte Carlo methods for counting and optimization

A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization...

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Detalles Bibliográficos
Autor principal: Rubinstein, Reuven Y. (-)
Otros Autores: Ridder, Ad, 1955-, Vaisman, Radislav
Formato: Libro electrónico
Idioma:Inglés
Publicado: Hoboken, New Jersey : John Wiley & Sons, Inc [2014]
Edición:1st edition
Colección:Wiley Series in Probability and Statistics
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627943406719
Descripción
Sumario:A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems.
Notas:Description based upon print version of record.
Descripción Física:1 online resource (208 p.)
Bibliografía:Includes bibliographical references and index.
ISBN:9781118612354
9781118612323
9781118612316