Skip navigation
Skip navigation

Improved cross-entropy method for estimation

Chan, Chi Chun (Joshua); Kroese, Dirk


The cross-entropy (CE) method is an adaptive importance sampling procedure that has been successfully applied to a diverse range of complicated simulation problems. However, recent research has shown that in some high-dimensional settings, the likelihood

CollectionsANU Research Publications
Date published: 2012
Type: Journal article
Source: Statistics and Computing
DOI: 10.1007/s11222-011-9275-7


File Description SizeFormat Image
01_Chan_Improved_cross-entropy_method_2012.pdf484.57 kBAdobe PDFThumbnail

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  17 November 2022/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator