Fast Sequential Monte Carlo Methods for Counting and Optimization

Table of contents

1. Cover
2. Series
3. Copyright
4. Dedication
5. Chapter 1: Introduction to Monte Carlo Methods
6. Chapter 2: Cross-Entropy Method
   1. 2.1 Introduction
   2. 2.2 Estimation of Rare-Event Probabilities
   3. 2.3 Cross-Entropy Method forOptimization
   4. 2.4 Continuous Optimization
   5. 2.5 Noisy Optimization
7. Chapter 3: Minimum Cross-Entropy Method
   1. 3.1 Introduction
   2. 3.2 Classic MinxEnt Method
   3. 3.3 Rare Events and MinxEnt
   4. 3.4 Indicator MinxEnt Method
   5. 3.5 IME Method for Combinatorial Optimization
8. Chapter 4: Splitting Method for Counting and Optimization
   1. 4.1 Background
   2. 4.2 Quick Glance at the Splitting Method
   3. 4.3 Splitting Algorithm with Fixed Levels
   4. 4.4 Adaptive Splitting Algorithm
   5. 4.5 Sampling Uniformly on Discrete Regions
   6. 4.6 Splitting Algorithm for Combinatorial Optimization
   7. 4.7 Enhanced Splitting Method for Counting
   8. 4.8 Application of Splitting to Reliability Models
   9. 4.9 Numerical Results with the Splitting Algorithms
   10. 4.10 Appendix: Gibbs Sampler
9. Chapter 5: Stochastic Enumeration Method
   1. 5.1 Introduction
   2. 5.2 OSLA Method and Its Extensions
   3. 5.3 SE Method
   4. 5.4 Applications of SE
   5. 5.5 Numerical Results
10. Appendix A: Additional Topics
    1. A.1 Combinatorial Problems
    2. A.2 Information
    3. A.3 Efficiency of Estimators
11. Bibliography
12. Abbreviations and Acronyms
13. List of Symbols
14. Index
15. Series