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A Comparison of Cross-Entropy and Variance Minimization Strategies
variance minimization cross-entropy importance sampling rareevent simulation likelihood ratio degeneracy
2015/7/6
The variance minimization (VM) and cross-entropy (CE) methods are two versatile adaptive importance sampling procedures that have been successfully applied to a wide variety of difficult rare-event es...
Cross Entropy Method for Solving Generalized Orienteering Problem
Generalized Orienteering Problem Cross Entropy Combinatorial problem
2013/2/23
Optimization technique has been growing rapidly throughout the years. It is caused by the growing complexity of problems that require a relatively long time to solve using exact optimization approach....