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Cross-entropy method

2010
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.
openaire   +2 more sources

The maximum entropy method

Nature, 1979
V. JA. KREINOVIC, O. M. KOSHELEVA
openaire   +1 more source

Maximum Entropy Methods

1988
DOUGLAS F. WILLIAMS   +2 more
openaire   +1 more source

The Cross-Entropy Method

2004
Reuven Y. Rubinstein, Dirk P. Kroese
openaire   +1 more source

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