Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropy.
Pieter-Tjerk de BoerDirk P. KroeseReuven Y. RubinsteinPublished in: WSC (2002)
Keyphrases
- cross entropy
- combinatorial optimization
- buffer overflow
- rare events
- metaheuristic
- log likelihood
- maximum likelihood
- simulated annealing
- optimization problems
- data corruption
- security problems
- language modeling
- importance sampling
- evaluation metrics
- evolutionary algorithm
- error function
- machine learning
- ranking functions