Bookcover of Cross-Entropy Application
Booktitle:

Cross-Entropy Application

Combinatorial Optimization, Counting, and Rare Events Estimation

LAP LAMBERT Academic Publishing (2009-05-17 )

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ISBN-13:

978-3-8383-0125-9

ISBN-10:
3838301250
EAN:
9783838301259
Book language:
English
Blurb/Shorttext:
Many important problems in science, engineering, and mathematics deal with counting problems that are #P-complete, like counting the number of perfect matches in a bipartite graph, determining the permanent of a matrix, counting the number of fixed-size cliques in a graph, and the number of forests in a graph. In this book we show how #P-complete counting problems can be viewed as particular instances of estimation problems, and as such can be solved efficiently via Monte Carlo techniques. We show how to resolve, at least partially, the curse of dimensionality of likelihood ratios while using importance sampling (IS) to estimate the performance of high-dimensional Monte Carlo simulation problems. The curse of dimensionality, which is better known under the name “the degeneracy properties of likelihood ratios” is one of the central topics in Monte Carlo simulation. The material is addressed to the students, practitioners or anyone else studying Monte Carlo simulation, combinatorial optimization, or simulation-based performance analysis of stochastic systems.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Dmitry Lifshitz
Number of pages:
80
Published on:
2009-05-17
Stock:
Available
Category:
Theory of probability, stochastics, mathematical statistics
Price:
49.00 €
Keywords:
Counting, Cross-Entropy, Rare-Event Probability Estimation, #P-Complete Problems, Satisfiability, Simulation, Importance Sampling, Likelihood Ratio.

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