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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
Autores principales: Rubinstein, Reuven Y, Ridder, Ad, Vaisman, Radislav
Lenguaje:eng
Publicado: Wiley 2013
Materias:
Acceso en línea:http://cds.cern.ch/record/1641700
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. Written by authorities in the