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The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems.   Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Counting and Optimization includes:     Detailed algorithms needed to practice solving real-world problems Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error A new generic sequential importance sampling algorithm alongside extensive numerical results An appendix focused on review material to provide additional background information   Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques. The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50372347003153,"sku":"CIN1118612264G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ NEW \/ INGRAM","offer_id":51212008784145,"sku":"NIN9781118612262","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52534429581585,"sku":"NLS9781118612262","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/1118612264.jpg?v=1750919237"},{"product_id":"modern-simulation-and-modeling-book-reuven-y-rubinstein-9780471170778","title":"Modern Simulation and Modeling","description":"A step-by-step guide for today's modeling and simulation practices    This new guide for modeling and simulation of discrete-event systems (DES) demonstrates why simulation is fast becoming the method of choice for the evaluation of system performance in science, engineering, and management. The book begins with the basics of conventional simulation, then proceeds to modern simulation-treating sensitivity analysis and optimization in a wide range of systems that exhibit complex interaction of discrete events. These include communications networks, flexible manufacturing systems, PERT (project evaluation and review techniques) networks, queueing systems, and more.    Less focused on theory than on presenting a clear approach to practical applications, Modern Simulation and Modeling:  * Emphasizes concepts rather than mathematical completeness  * Integrates references and explanations of complex topics into the body of the text  * Provides an innovative chapter on rare-event probability estimation  * Describes the implementation of the score function (SF) method using the NSO simulation package  * Features 40 illustrations and numerous algorithms  * Offers extensive, end-of-chapter exercise sets  * Includes chapter bibliographies for further reading    Modern Simulation and Modeling is an essential text for graduate students of DES and stochastic processes and for undergraduate students in simulation. It is also an excellent reference for professionals in statistics and probability, mathematics, and management science.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50925775159569,"sku":"CIN0471170771G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ NEW \/ INGRAM","offer_id":51126547644689,"sku":"NIN9780471170778","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52407060136209,"sku":"NLS9780471170778","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0471170771.jpg?v=1751391991"},{"product_id":"simulation-and-the-monte-carlo-method-book-reuven-y-rubinstein-9780470177945","title":"Simulation and the Monte Carlo Method","description":"This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method , Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic  First Edition  over twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including:  Markov Chain Monte Carlo Variance reduction techniques such as the transform likelihood ratio method and the screening method The score function method for sensitivity analysis The stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization The cross-entropy method to rare events estimation and combinatorial optimization Application of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy method  An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB programs. Requiring only a basic, introductory knowledge of probability and statistics,  Simulation and the Monte Carlo Method , Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method.","brand":"WoB","offers":[{"title":"- \/ - \/ -","offer_id":51261599973649,"sku":"","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":51261603971345,"sku":"CIN0470177942VG","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ GOOD \/ SBYB","offer_id":51828636942609,"sku":"CIN0470177942G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":53104559587601,"sku":"GOR014742764","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0470177942.jpg?v=1751358805"},{"product_id":"cross-entropy-method-book-reuven-y-rubinstein-9781441919403","title":"The Cross-Entropy Method","description":"This book is a comprehensive and accessible introduction to the cross-entropy (CE) method. The CE method started life around 1997 when the first author proposed an adaptive algorithm for rare-event simulation using a cross-entropy minimization technique. It was soon realized that the underlying ideas had a much wider range of application than just in rare-event simulation; they could be readily adapted to tackle quite general combinatorial and multi-extremal optimization problems, including many problems associated with the field of learning algorithms and neural computation. The book is based on an advanced undergraduate course on the CE method, given at the Israel Institute of Technology (Technion) for the last three years. It is aimed at a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist or practitioner, who is interested in smart simulation, fast optimization, learning algorithms, image processing, etc. Our aim was to write a book on the CE method which was accessible to advanced undergraduate students and engineers who simply want to apply the CE method in their work, while at the same time accentu­ ating the unifying and novel mathematical ideas behind the CE method, so as to stimulate further research at a postgraduate level.","brand":"WoB","offers":[{"title":"- \/ - \/ INTERNAL","offer_id":52409703530769,"sku":null,"price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ NEW \/ INGRAM","offer_id":52409704481041,"sku":"NLS9781441919403","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9781441919403.jpg?v=1758775640"},{"product_id":"cross-entropy-method-book-reuven-y-rubinstein-9780387212401","title":"The Cross-Entropy Method","description":"Our aim was to write a book on the CE method which was accessible to advanced undergraduate students and engineers who simply want to apply the CE method in their work, while at the same time accentu ating the unifying and novel mathematical ideas behind the CE method, so as to stimulate further research at a postgraduate level.","brand":"WoB","offers":[{"title":"- \/ - \/ INTERNAL","offer_id":52431068987665,"sku":null,"price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ NEW \/ INGRAM","offer_id":52431069774097,"sku":"NLS9780387212401","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780387212401.jpg?v=1759171446"}],"url":"https:\/\/www.worldofbooks.com\/en-gb\/collections\/author-books-by-reuven-y-rubinstein.oembed","provider":"World of Books ","version":"1.0","type":"link"}