Skip to search formSkip to main contentSkip to account menu

Cross-entropy method

Known as: Cross entropy method 
The cross-entropy (CE) method attributed to Reuven Rubinstein is a general Monte Carlo approach tocombinatorial and continuous multi-extremal… 
Wikipedia (opens in a new tab)

Related topics

Related topics

21 relations
Ant colony optimization algorithmsCombinatorial optimizationContinuous optimizationCross entropy

Broader (1)

Machine learning

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
From the EM Algorithm to the CM-EM Algorithm for Global Convergence of Mixture Models
The Expectation-Maximization (EM) algorithm for mixture models often results in slow or invalid convergence. The popular… 
2011
2011
Efficient rare event simulation for heavy-tailed systems via cross entropy
2011
2011
Estimating change-points in biological sequences via the cross-entropy method
The genomes of complex organisms, including the human genome, are known to vary in GC content along their length. That is, they… 
2011
2011
Vehicle Routing Problem with Stochastic Demands and Simultaneous Delivery and Pickup
In this paper vehicle routing problem with stochastic demands and simultaneous delivery and pickup is developed and analyzed… 
2010
2010
Solving the response time variability problem by means of the cross-entropy method
The response time variability problem (RTVP) is an NP-hard combinatorial scheduling problem that has recently appeared in the… 
2009
2009
Optimal generation expansion planning via the Cross-Entropy method
The Generation Expansion Planning (GEP) problem is a highly constrained, large-scale, mixed integer nonlinear programming problem… 
2008
2008
Application of the Cross Entropy Method to the Credit Risk Assessment in an Early Warning System
Traditional Moonier Carlo method usually takes a long time to simulate rare event, while importance sampling techniques can… 
2008
2008
Synthesizing antenna array sidelobe levels and null placements using the Cross Entropy method
This paper describes the synthesis of linear antenna arrays using the cross entropy (CE) method to produce array responses with… 
Review
2006
Review
2006
The EM Algorithm , Its Stochastic Implementation and Global Optimization : Some Challenges and Opportunities for OR
The EM algorithm is a very powerful optimization method and has reached popularity in many fields. Unfortunately, EM is only a… 
2004
2004
Fast simulation of excessive population size in tandem Jackson networks
  • W. Sandmann
  • The IEEE Computer Society's 12th Annual…
  • 2004
  • Corpus ID: 16656345
We consider the probability that the population in a two node tandem Jackson network reaches some high level during a busy period… 
By clicking accept or continuing to use the site, you agree to the terms outlined in our Privacy Policy (opens in a new tab), Terms of Service (opens in a new tab), and Dataset License (opens in a new tab)