Fast Sequential Monte Carlo Methods for Counting and Optimization

by Reuven Y. Rubinstein, Radislav Vaisman, Ad Ridder

A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo...

• Format: Hardcover
• Language: English
• ISBN: 1118612264
• ISBN13: 9781118612262
• Release Date: December 2013
• Publisher: Wiley
• Length: 208 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.5" x 6.2" x 9.3"