The cross entropy method

The cross entropy method

by Dirk P. Kroese, Reuven Y. Rubenstein, Reuven Y. Rubinstein

2004
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"The book is aimed at a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist or practitioner, who is interested in fast simulation, including rare-event probability estimation, efficient combinatorial and continuous multi-extremal optimization, and machine learning algorithms."--BOOK JACKET.

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