Cross-Entropy Method
نویسنده
چکیده
The cross-entropy method is a recent versatile Monte Carlo technique. This article provides a brief introduction to the cross-entropy method and discusses how it can be used for rare-event probability estimation and for solving combinatorial, continuous, constrained and noisy optimization problems. A comprehensive list of references on cross-entropy methods and applications is included.
منابع مشابه
The Cross-Entropy Method for Optimization
The cross-entropy method is a versatile heuristic tool for solving difficult estimation and optimization problems, based on Kullback–Leibler (or cross-entropy) minimization. As an optimization method it unifies many existing populationbased optimization heuristics. In this chapter we show how the cross-entropy method can be applied to a diverse range of combinatorial, continuous, and noisy opti...
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