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Fast Sequential Monte Carlo Methods for Counting and Optimization
book

Fast Sequential Monte Carlo Methods for Counting and Optimization

by Reuven Y. Rubinstein, Ad Ridder, Radislav Vaisman
December 2013
Intermediate to advanced
208 pages
5h 40m
English
Wiley
Content preview from Fast Sequential Monte Carlo Methods for Counting and Optimization

Abbreviations and Acronyms

BMC basic Monte Carlo
BME basic MinxEnt
cdf cumulative distribution function
CAP-RECAP capture-recapture
CE cross-entropy
CMC crude Monte Carlo
CNF conjunctive normal form
DNF disjunctive normal form
ECM exponential change of measure
FPAUS fully polynomial almost uniform sampler
FPRAS fully polynomial randomized approximation scheme
HMC hanging edges Monte Carlo
IME indicator MinxEnt
iid independent and identically distributed
MCMC Markov chain Monte Carlo
MDP Markov decision process
MinxEnt minimum cross-entropy
OSLA one-step-look-ahead
b03-math-0001SLA b03-math-0002-step-look-ahead
pdf probability density function (both discrete and continuous)
PMC permutation Monte Carlo
RE relative error
RL reinforced learning
SA stochastic approximation
SAT satisfiability (problem)
SAW self-avoiding walk
SE stochastic enumeration
SIS sequential importance sampling
SMC sequential Monte Carlo
TSP traveling salesman problem
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Publisher Resources

ISBN: 9781118612354Purchase book