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IDEAL
2005
Springer
13 years 10 months ago
Designing an Optimal Network Using the Cross-Entropy Method
Consider a network of unreliable links, each of which comes with a certain price and reliability. Given a fixed budget, which links should be bought in order to maximize the syste...
Sho Nariai, Kin-Ping Hui, Dirk P. Kroese
WSC
2004
13 years 6 months ago
Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models
Global likelihood maximization is an important aspect of many statistical analyses. Often the likelihood function is highly multi-extremal. This presents a significant challenge t...
Zdravko I. Botev, Dirk P. Kroese
AAAI
2010
13 years 1 months ago
A Cross-Entropy Method that Optimizes Partially Decomposable Problems: A New Way to Interpret NMR Spectra
Some real-world problems are partially decomposable, in that they can be decomposed into a set of coupled subproblems, that are each relatively easy to solve. However, when these ...
Siamak (Moshen) Ravanbakhsh, Barnabás P&oac...
ANOR
2005
120views more  ANOR 2005»
13 years 4 months ago
Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method
An alternate formulation of the classical vehicle routing problem with stochastic demands (VRPSD) is considered. We propose a new heuristic method to solve the problem. The algori...
Krishna Chepuri, Tito Homem-de-Mello
ICML
2003
IEEE
14 years 5 months ago
The Cross Entropy Method for Fast Policy Search
We present a learning framework for Markovian decision processes that is based on optimization in the policy space. Instead of using relatively slow gradient-based optimization al...
Shie Mannor, Reuven Y. Rubinstein, Yohai Gat