Why the Monte Carlo method is so important today

DP Kroese, T Brereton, T Taimre… - Wiley Interdisciplinary …, 2014 - Wiley Online Library
Since the beginning of electronic computing, people have been interested in carrying out
random experiments on a computer. Such Monte Carlo techniques are now an essential …

[图书][B] The cross-entropy method: a unified approach to combinatorial optimization, Monte-Carlo simulation, and machine learning

RY Rubinstein, DP Kroese - 2004 - Springer
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 …

The cross-entropy method for optimization

ZI Botev, DP Kroese, RY Rubinstein, P L'Ecuyer - Handbook of statistics, 2013 - Elsevier
The cross-entropy method is a versatile heuristic tool for solving difficult estimation and
optimization problems, based on Kullback–Leibler (or cross-entropy) minimization. As an …

[图书][B] Reliability and optimal maintenance

H Wang, H Pham - 2006 - Springer
This book aims to present a state-of-the-art survey of theories and methods of reliability,
maintenance, and warranty with emphasis on multi-unit systems, and to reflect current hot …

Regulating second-harmonic generation by van der Waals interactions in two-dimensional lead halide perovskite nanosheets

WJ Wei, XX Jiang, LY Dong, WW Liu… - Journal of the …, 2019 - ACS Publications
The flexible organic amine cations on the interfaces of two-dimensional (2D) hybrid organic–
inorganic perovskite nanosheets could form relaxed structures, which would lead to exotic …

[图书][B] Reliability engineering

KK Aggarwal - 2012 - books.google.com
Modern society depends heavily upon a host of systems of varying complexity to perform the
services required. The importance of reliability assumes new dimensions, primarily because …

Bayesian improved cross entropy method for network reliability assessment

J Chan, I Papaioannou, D Straub - Structural Safety, 2023 - Elsevier
We identify the zero count problem (or overfitting) of cross-entropy-based methods in the
context of network reliability assessment, and propose a consistent Bayesian estimator that …

The cross-entropy method for network reliability estimation

KP Hui, N Bean, M Kraetzl, DP Kroese - Annals of Operations Research, 2005 - Springer
Consider a network of unreliable links, modelling for example a communication network.
Estimating the reliability of the network—expressed as the probability that certain nodes in …

An adaptive subset simulation algorithm for system reliability analysis with discontinuous limit states

J Chan, I Papaioannou, D Straub - Reliability Engineering & System Safety, 2022 - Elsevier
Many system reliability problems involve performance functions with a discontinuous
distribution. Such situations occur in both connectivity-and flow-based network reliability …

The use of game theory to measure the vulnerability of stochastic networks

MGF Bell - IEEE Transactions on reliability, 2003 - ieeexplore.ieee.org
Conventional approaches to network reliability analysis are based on either connectivity or
capacity. This paper proposes an alternative method which seeks to identify those links or …