Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work

Methodology and Computing in Applied Probability

Volumn 12, Issue 1, 2010, Pages 1-50

  Rubinstein, Reuven ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Combinatorial optimization; Counting; Cross entropy; Gibbs sampler; Importance sampling; Randomized algorithms; Rare event; Splitting

Indexed keywords

EID: 77951294699     PISSN: 13875841     EISSN: 15737713     Source Type: Journal    
DOI: 10.1007/s11009-009-9126-6     Document Type: Article

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