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Applications of the Cross-Entropy Method to Importance Sampling and Optimal Control of Diffusions.
Wei Zhang
Han Wang
Carsten Hartmann
Marcus Weber
Christof Schütte
Published in:
SIAM J. Sci. Comput. (2014)
Keyphrases
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cross entropy
optimal control
importance sampling
dynamic programming
probabilistic model
statistical methods
neural network
image segmentation
similarity measure
state space
maximum likelihood
particle filtering