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» The cross entropy method for classification
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ANOR
2005
120views more  ANOR 2005»
13 years 5 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
AAAI
2010
13 years 2 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...
CORR
2006
Springer
132views Education» more  CORR 2006»
13 years 5 months ago
Cross-Entropy method: convergence issues for extended implementation
The cross-entropy method (CE) developed by R. Rubinstein is an elegant practical principle for simulating rare events. The method approximates the probability of the rare event by...
Frédéric Dambreville
ANOR
2005
89views more  ANOR 2005»
13 years 5 months ago
A Tutorial on the Cross-Entropy Method
The cross-entropy (CE) method is a new generic approach to combinatorial and multi-extremal
Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor,...
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