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WSC
2004
13 years 10 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
CORR
2006
Springer
132views Education» more  CORR 2006»
13 years 8 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
ICML
2003
IEEE
14 years 9 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
ANOR
2005
81views more  ANOR 2005»
13 years 8 months ago
Managing Stochastic, Finite Capacity, Multi-Project Systems through the Cross-Entropy Methodology
This paper addresses the problem of loading a finite capacity, stochastic (random) and dynamic multi-project system. The system is controlled by keeping a constant number of projec...
Izack Cohen, Boaz Golany, Avraham Shtub
ANOR
2005
120views more  ANOR 2005»
13 years 8 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