Advances in cross-entropy methods

Taimre, T. (2009) Advances in cross-entropy methods. Bulletin of the Australian Mathematical Society, 80 3: 521-522.


Author Taimre, T.
Title Advances in cross-entropy methods
Journal name Bulletin of the Australian Mathematical Society   Check publisher's open access policy
ISSN 1755-1633
0004-9727
Publication date 2009-12
Sub-type Other
DOI 10.1017/S0004972709000781
Volume 80
Issue 3
Start page 521
End page 522
Total pages 2
Place of publication Cambridge, England
Publisher Cambridge University Press
Language eng
Subject 01 Mathematical Sciences
Keyword cross-entropy
importance sampling
rare events
optimization
Q-Index Code CX
Q-Index Status Provisional Code
Institutional Status Unknown
Additional Notes published abstract of Ph.D thesis

Document type: Journal Article
Sub-type: Other
Collection: School of Mathematics and Physics
 
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Created: Sun, 03 Jan 2010, 00:04:30 EST