Fast sequential Monte Carlo methods for counting and optimization - Rubinstein, Reuven Y. (John Wiley & Sons, Inc., 2013)
Includes bibliographical references and index
This book presents the first comprehensive account of fast sequential Monte Carlo (SMC) methods for counting and optimization at an exceptionally accessible level. Written by authorities in the field, it places great emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. The overall aim is to make SMC methods accessible to readers who want to apply and to accentuate the unifying and novel mathematical ideas behind SMC in their future studies or work