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Start Over Author "Homem-de-Mello, Tito" Journal informs journal on computing
2 results on '"Homem-de-Mello, Tito"'

2. A study on the cross-entropy method for rare-event probability estimation

Author

Homem-de-Mello, Tito

Subjects
Algorithm, Information theory -- Evaluation -- Methods -- Analysis, Mathematical optimization -- Evaluation -- Methods -- Analysis, Sampling (Sound engineering) -- Methods -- Evaluation -- Analysis, Algorithms -- Analysis -- Methods
Abstract

We discuss the problem of estimating probabilities of rare events in static simulation models using the recently proposed cross-entropy method, which is a type of importance-sampling technique in which the […]

Published
2007

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