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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Bibliographic Details
Main Author: Rubinstein, Reuven Y. (-)
Other Authors: Ridder, Ad, 1955-, Vaisman, Radislav
Format: eBook
Language:Inglés
Published: Hoboken, New Jersey : John Wiley & Sons, Inc [2014]
Edition:1st edition
Series:Wiley Series in Probability and Statistics
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627943406719
Description
Summary: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.
Item Description:Description based upon print version of record.
Physical Description:1 online resource (208 p.)
Bibliography:Includes bibliographical references and index.
ISBN:9781118612354
9781118612323
9781118612316