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Rubinstein and Dirk P. Kroese , Hardcover Be the first to write a review. About this product. Make an offer:. Stock photo. Brand new: lowest price The lowest-priced brand-new, unused, unopened, undamaged item in its original packaging where packaging is applicable. Buy It Now. Add to cart. Make Offer. See details. See all 3 brand new listings. Kroese , Hardcover. Y, and Glynn, P. The Cross-Entropy Method for Estimation. Govindaraju and C. Rao, Eds, Chennai: Elsevier B. Y, and L'Ecuyer, P. The Cross-Entropy Method for Optimization.
Efficient simulation of charge transport in deep-trap media, Proceedings of the Winter Simulation Conference, C. Laroque, J. Himmelspach, R. Pasupathy, O. Rose, and A.
Uhrmacher, eds. Wiley Interdisciplinary Reviews: Computational Statistics 4 , Improved cross-entropy method for estimation. Statistics and Computing 22 5 I, Chan, J. C, and Kroese, D. Fitting mixture importance sampling distributions via improved cross-entropy. Proceedings of the Winter Simulation Conference. Jain, R. Creasey, J. Himmelspach, K. White, and M. Fu, eds. Gass and M. Fu, Eds.
C, Glynn P. A comparison of cross-entropy and variance minimization strategies. Journal of Applied Probability 48A , Statistics and Computing. Methodology and Computing in Applied Probability. The Cross-Entropy Method. Cochran, L. Cox, Jr. Keskinocak, J. Kharoufeh, J. Smith Eds. John Wiley and Sons, New York.
F, and Kroese, D. Kernel density estimation via diffusion. Annals of Statistics 38 5 , pdf. For the matlab code please visit matlabcentral. Evans G. Annals of Operations Research. Annals of Operations Research 1 , Optimal generation expansion planning via the cross-entropy method. Rossetti, R. Hill, B.
Johansson, A. Dunkin, and R.
Ingalls, eds. G, and Kroese, D.
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Journal of Sound and Vibration Sani, A, Kroese, D. Controling the number of HIV infectives in a mobile population. Mathematical Biosciences Methodology and Computing in Applied Probability 10 4 , Randomized methods for solving the Winner Determination Problem in combinatorial auctions. Proceedings of the Winter Simulation Conference , S.
Mason, R. Hill, L. Rose, T. Jefferson, J. Fowler eds.
Non-asymptotic bandwidth selection for density estimation of discrete data. Methodology and Computing in Applied Probability 10 I, Kroese, D. Simulation 83 11 - Costa, A. D, Kroese, D. Operations Research Letters 35 5 , In Kulasiri, D. M, Kroese, D. P Parallel Cross-Entropy Optimization.
Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
Rubinstein, R. Y, Kroese, D. P, Dolgin, A. P, Pollett, P. Mathematical Biosciences , Estimating the number of s-t paths in a graph. Journal of Graph Algorithms and Applications 11 1 , P, Rubinstein, R. Journal of Global Optimization 37 , Applications of the Cross-Entropy Method in Reliability. Levitin, ed. Generalized Cross-Entropy Methods.
Improved algorithms for rare event simulation with heavy tails. Advances in Applied Probability 38 2 , P, Porotsky, S.
Handbook of Monte Carlo Methods - Homepage
Methodology and Computing in Applied Probability 8 , P, Mannor, S. A Tutorial on the Cross-Entropy Method. Annals of Operations Research , 1 , Asmussen, S. Stochastic Models 21 1 , A Generalized Markov Chain Sampler. Methodology and Computing in Applied Probability , 6 1 Alon, G. Management Science , 50 7 , pp Queueing Systems , 46 , pp Annals of Applied Probability 14 4 , pp Probability in the Engineering and Informational Sciences 17 Available on-line at Cambridge Journals.
Hui, K-P. Keith J. Bioinformatics 18 Garvels, M. On the importance function in splitting simulation. European Transactions on Telecommunications 13 4 postscript Kroese, D. Efficient Simulation of a Tandom Jackson Network.