Search Results - subject:"cross entropy method"

Estimation errors in input-output tables and prediction errors in computable general equilibrium analysis

Hosoe, Nobuhiro - In: Economic modelling 42 (2014), pp. 277-286

Persistent link: https://www.econbiz.de/10010478147

Particle algorithms for optimization on binary spaces

Schäfer, Christian - Université Paris-Dauphine (Paris IX) - 2013

sequential Monte Carlo techniques, including the cross-entropy method and simulated annealing as special cases. Secondly, we …

Persistent link: https://www.econbiz.de/10011072765

The cross-entropy method for combinatorial optimization, rare event simulation and neural computation

Boer, Pieter-Tjerk de (contributor) - 2005

Persistent link: https://www.econbiz.de/10004871522

Estimación anual de matrices de contabilidad social usando el método de la mínima entropía: aplicación a la economía española del año 2000/Annual Estimation the Social Accounting M...

RODRÍGUEZ MORILLA, CARMEN; LLANES DÍAZ-SALAZAR, GASPAR - In: Estudios de Economía Aplicada 23 (2005) Abril, pp. 279-302

Cruzada” (“Cross Entropy Method”): una con formulación combinada origen-destino y otra con formulación input-output simétrica …, both calculated using Cross Entropy Method: one following use-income formulation and other with symmetric input …

Persistent link: https://www.econbiz.de/10005690354

Adaptive Monte Carlo on multivariate binary sampling spaces

Schäfer, Christian; Chopin, Nicolas - Université Paris-Dauphine (Paris IX)

A Monte Carlo algorithm is said to be adaptive if it can adjust automatically its current proposal distribution, using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for a good performance. We treat the problem of constructing...

Persistent link: https://www.econbiz.de/10011073707