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The cross entropy method

Dirk P. Kroese

2004300 pagesabout 5–7 hours
2004
first published
  • 2004Springer · 300 pages · ENGISBN 9780387212401

"The book is aimed at a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist or practitioner, who is interested in fast simulation, including rare-event probability estimation, efficient combinatorial and continuous multi-extremal optimization, and machine learning algorithms."--BOOK JACKET.

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