The cross-entropy method for network reliability estimation

被引：74
|
作者：
Hui, KP [1 ]
Bean, N
Kraetzl, M
Kroese, DP
机构：
[1] Def Sci & Technol Org, IN Div, Edinburgh 5111, Australia
[2] Univ Adelaide, Dept Appl Math, Adelaide, SA 5005, Australia
[3] Def Sci & Technol Org, ISR Div, Edinburgh 5111, Australia
[4] Univ Queensland, Dept Math, Brisbane, Qld 4072, Australia
来源：
ANNALS OF OPERATIONS RESEARCH | 2005年 / 134卷 / 01期
关键词：
network reliability; cross-entropy; rare events; importance sampling; permutation Monte Carlo; merge process;
D O I：
10.1007/s10479-005-5726-x
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Consider a network of unreliable links, modelling for example a communication network. Estimating the reliability of the network-expressed as the probability that certain nodes in the network are connected-is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques of estimation are considered: Crude Monte Carlo and the more sophisticated Permutation Monte Carlo and Merge Process. We show that the Cross-Entropy method yields a speed-up over all three techniques.
引用
收藏
页码：101 / 118
页数：18
相关论文
共 50 条
  • [31] Hybrid cross-entropy method/Hopfield neural network for combinatorial optimization problems
    Ortiz-Garcia, Emilio G.
    Perez-Bellido, Angel A.
    INTELLIGENT DATA ENGINEERING AND AUTOMATED LEARNING - IDEAL 2007, 2007, 4881 : 1160 - 1169
  • [32] A Backbone Formulation Algorithm in Wireless Sensor Network Based on Cross-entropy Method
    SHI Weiren
    JIANG Yisong
    ZHAO Ying
    Instrumentation, 2014, 01 (01) : 38 - 48
  • [33] Sampling Network Guided Cross-Entropy Method for Unsupervised Point Cloud Registration
    Jiang, Haobo
    Shen, Yaqi
    Xie, Jin
    Li, Jun
    Qian, Jianjun
    Yang, Jian
    2021 IEEE/CVF INTERNATIONAL CONFERENCE ON COMPUTER VISION (ICCV 2021), 2021, : 6108 - 6117
  • [34] Cross-Entropy Method in Application to the SIRC Model
    Stachowiak, Maria Katarzyna
    Szajowski, Krzysztof Jozef
    ALGORITHMS, 2020, 13 (11) : 1 - 20
  • [35] An introduction to maximum entropy and minimum cross-entropy estimation using Stata
    Wittenberg, Martin
    STATA JOURNAL, 2010, 10 (03): : 315 - 330
  • [36] Estimation of rare event probabilities using cross-entropy
    Homem-de-Mello, T
    Rubinstein, RY
    PROCEEDINGS OF THE 2002 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2002, : 310 - 319
  • [37] PARAMETER ESTIMATION FOR ODES USING A CROSS-ENTROPY APPROACH
    Wang, Bo
    Enright, Wayne
    SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2013, 35 (06): : A2718 - A2737
  • [38] The cross-entropy method for blind multiuser detection
    Liu, ZF
    Doucet, A
    Singh, SS
    2004 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY, PROCEEDINGS, 2004, : 510 - 510
  • [39] Selecting Reduced Models in the Cross-Entropy Method
    Heas, P.
    SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2020, 8 (02): : 511 - 538
  • [40] The Cross-Entropy Method for Combinatorial and Continuous Optimization
    Reuven Rubinstein
    Methodology And Computing In Applied Probability, 1999, 1 (2) : 127 - 190
12345