scientific article; zbMATH DE number 2117227
From MaRDI portal
machine learningcombinatorial optimizationimportance samplingKullback-Leibler distancerare-event simulationcross-entropy methodnoisy optimization
Statistical aspects of information-theoretic topics (62B10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Programming involving graphs or networks (90C35) Combinatorial optimization (90C27) Nonlinear programming (90C30) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Recommendations
- A tutorial on the cross-entropy method
- On the convergence of the cross-entropy method
- A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation
- The cross-entropy method for combinatorial and continuous optimization
- A cross entropy based algorithm for reliability problems
Cited in
(only showing first 100 items - show all)- Applications of the cross-entropy method to importance sampling and optimal control of diffusions
- Improved cross-entropy method for estimation
- Basis function adaptation in temporal difference reinforcement learning
- Rare-event simulation for neural network and random forest predictors
- A comparison of cross-entropy and variance minimization strategies
- The splitting method for decision making
- Iterative MC-algorithm to solve the global optimization problems
- An adaptive metamodel-based subset importance sampling approach for the assessment of the functional failure probability of a thermal-hydraulic passive system
- A cross entropy based algorithm for reliability problems
- A cross entropy approach to design of reliable networks
- Classification of applied methods of combinatorial optimization
- An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
- Posterior exploration based sequential Monte Carlo for global optimization
- Entropy and cross entropy: characterizations and applications
- Multifidelity preconditioning of the cross-entropy method for rare event simulation and failure probability estimation
- A framework using nested partitions algorithm for convergence analysis of population distribution-based methods
- Combining the cross-entropy algorithm and \(\varepsilon\)-constraint method for multiobjective optimization
- Scenario-based stochastic model and efficient cross-entropy algorithm for the risk-budgeting problem
- A hierarchical approach for planning a multisensor multizone search for a moving target
- Predetermined intervals for start times of activities in the stochastic project scheduling problem
- Population model-based optimization
- HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY
- Network embedding: taxonomies, frameworks and applications
- Shear strength testing of consolidated claystones: breakpoint detection of shear stress versus shear displacement curves, a statistical approach
- A combined splitting-cross entropy method for rare-event probability estimation of queueing networks
- Dynamic sample budget allocation in model-based optimization
- Permanental generating functions and sequential importance sampling
- Planning of complex supply chains: a performance comparison of three meta-heuristic algorithms
- Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology
- Solving the multidimensional assignment problem by a cross-entropy method
- Optimal search efficiency of Barker's algorithm with an exponential fitness function
- Non-linear failure rate: a Bayes study using Hamiltonian Monte Carlo simulation
- Surrogate-based promising area search for Lipschitz continuous simulation optimization
- On sample size control in sample average approximations for solving smooth stochastic programs
- Comparing stochastic volatility specifications for large Bayesian VARs
- A tactical supply chain planning model with multiple flexibility options: an empirical evaluation
- Application of the cross entropy method to the GLVQ algorithm
- Stochastic runtime analysis of a cross-entropy algorithm for traveling salesman problems
- Application of the cross-entropy method to clustering and vector quantization
- Empirical tail risk management with model-based annealing random search
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
- Parameter estimation and optimal scheduling algorithm for a mathematical model of intermittent androgen suppression therapy for prostate cancer
- Adaptive importance sampling for network growth models
- An optimal routing policy for unmanned aerial vehicles (analytical and cross-entropy simulation approach)
- Cooperative cross-entropy method for generating entangled networks
- Estimating change-points in biological sequences via the cross-entropy method
- Forecasting the duration of three connected wings in a generalized Lorenz model
- Random weighting estimation of sampling distributions via importance resampling
- Combining cross-entropy and MADS methods for inequality constrained global optimization
- Jarzynski's equality, fluctuation theorems, and variance reduction: mathematical analysis and numerical algorithms
- Oblique decision tree induction by cross-entropy optimization based on the von Mises-Fisher distribution
- Learning Tetris Using the Noisy Cross-Entropy Method
- Dimensional reduction in constrained global optimization on smooth manifolds
- On the use of smoothing to improve the performance of the splitting method
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
- The cross-entropy method for the winner determination problem in combinatorial auctions
- On the implementation of a class of stochastic search algorithms
- Editorial: rare-event simulation for queues
- A distributed network enabled weapon-target assignment for combat formations
- Improved algorithms for rare event simulation with heavy tails
- Analysis of seat allocation and overbooking decisions with hybrid information
- Cross-entropy method for estimation of posterior expectation in Bayesian VAR models
- Level-based analysis of the univariate marginal distribution algorithm
- Stochastic models for mainland-island metapopulations in static and dynamic landscapes
- Data-driven method for efficient characterization of rare event probabilities in biochemical systems
- Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment
- The cross-entropy method for network reliability estimation
- On clonal selection
- Globally solving a nonlinear UAV task assignment problem by stochastic and deterministic optimization approaches
- Minimum variance importance samplingviaPopulation Monte Carlo
- Rare event probability estimation in the presence of epistemic uncertainty on input probability distribution parameters
- On the benefits of Laplace samples in solving a rare event problem using cross-entropy method
- Model-based annealing random search with stochastic averaging
- A new variance reduction technique for estimating value-at-risk
- Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
- Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology
- Accurate and fast small \(p\)-value estimation for permutation tests in high-throughput genomic data analysis with the cross-entropy method
- Ensemble approximate control variate estimators: applications to multifidelity importance sampling
- How to deal with the curse of dimensionality of likelihood ratios in Monte Carlo simulation
- Fitting the three-parameter Weibull distribution with cross entropy
- Marginal Likelihood Estimation with the Cross-Entropy Method
- Probabilistic safety analysis of the collision between a space debris and a satellite with an island particle algorithm
- A discrete meta-control procedure for approximating solutions to binary programs
- The robust constant and its applications in random global search for unconstrained global optimization
- How to generate uniform samples on discrete sets using the splitting method
- An incremental off-policy search in a model-free Markov decision process using a single sample path
- Integration of Ranked Lists via Cross Entropy Monte Carlo with Applications to mRNA and microRNA Studies
- ADVANCES IN CROSS-ENTROPY METHODS
- Rare-event probability estimation with conditional Monte Carlo
- On parameter estimation in population models. III: Time-inhomogeneous processes and observation error
- Entropy dimension reduction method for randomized machine learning problems
- The cross-entropy method for continuous multi-extremal optimization
- An online prediction algorithm for reinforcement learning with linear function approximation using cross entropy method
- Use in practice of importance sampling for repeated MCMC for Poisson models
- Iterative importance sampling algorithms for parameter estimation
- Hesitant adaptive search with estimation and quantile adaptive search for global optimization with noise
- TOBN-CFMV: hybrid topology optimization-based Newton's method and conjugate finite mean value for RBTO of compliance problems
- Application of global optimization methods to model and feature selection
- Cross-entropy measure of uncertain variables
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4828558)
