✦ LIBER ✦

Asymptotic optimality of the cross-entropy method for Markov chain problems

✍ Scribed by Ad Ridder

Book ID: 108255433
Publisher: Elsevier
Year: 2010
Tongue: English
Weight: 268 KB
Volume: 1
Category: Article
ISSN: 1877-0509
DOI: 10.1016/j.procs.2010.04.176

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Cross-Entropy Method for Continuous

The Cross-Entropy Method for Continuous Multi-Extremal Optimization

✍ Dirk P. Kroese; Sergey Porotsky; Reuven Y. Rubinstein 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 437 KB

The Cross-Entropy Method for Combinatori

The Cross-Entropy Method for Combinatorial and Continuous Optimization

✍ Reuven Rubinstein 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 389 KB

Convergence properties of the cross-entr

Convergence properties of the cross-entropy method for discrete optimization

✍ Andre Costa; Owen Dafydd Jones; Dirk Kroese 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 178 KB

Asymptotic methods for investigating the

Asymptotic methods for investigating the level crossings of a Gaussian Markov process

✍ V.K. Zakharov; O.V. Sarmanov 📂 Article 📅 1968 🏛 Elsevier Science ⚖ 939 KB

A Monte Carlo Estimation of the Entropy

A Monte Carlo Estimation of the Entropy for Markov Chains

✍ Didier Chauveau; Pierre Vandekerkhove 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 429 KB

On Asymptotically Optimal Methods of Pre

On Asymptotically Optimal Methods of Prediction and Adaptive Coding for Markov Sources

✍ Boris Ya. Ryabko; Flemming Topsøe 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 143 KB

The problem of predicting a sequence x 1 , x 2 , ... generated by a discrete source with unknown statistics is considered. Each letter x t+1 is predicted using information on the word x 1 x 2 • • • x t only. In fact, this problem is a classical problem which has received much attention. Its history