On the benefits of Laplace samples in solving a rare event problem using cross-entropy method

DOI10.1016/J.AMC.2013.10.011zbMath1334.90210OpenAlexW2038412870MaRDI QIDQ275869

A. Hepzibah Christinal, M. S. P. Subathra, Umberto Amato, S. Easter Selvan

Publication date: 26 April 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.10.011

zbMATH Keywords

cross-entropy optimizationlong-tailed distributionsnonconvex fitness function

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

Uses Software

• CEC 05

Cites Work

• Unnamed Item
• Unnamed Item
• A highly efficient L-estimator for the location parameter of the Cauchy distribution
• The cross-entropy method for continuous multi-extremal optimization
• New mutation schemes for differential evolution algorithm and their application to the optimization of directional over-current relay settings
• A new mutation operator for real coded genetic algorithms
• Importance sampling algorithms for first passage time probabilities in the infinite server queue
• A new crossover operator for real coded genetic algorithms
• How many needles are in a haystack, or how to solve \#P-complete counting problems fast
• Convergence properties of the cross-entropy method for discrete optimization
• Managing stochastic, finite capacity, multi-project systems through the cross-entropy methodology
• On benchmarking functions for genetic algorithms
• On the maximum-likelihood estimator for the location parameter of a cauchy distribution
• Cross-entropy and rare events for maximal cut and partition problems

This page was built for publication: On the benefits of Laplace samples in solving a rare event problem using cross-entropy method