The Cross-Entropy Method - Technion. About. This web site is a collection of information and links about the Cross-Entropy method. Pioneered in 1997 by Reuven Rubinstein (1938-2012) as an efficient method for the estimation of rare-event probabilities, the cross-entropy (CE) method has rapidly developed into a powerful and versatile technique for both rare-event simulation and combinatorial ...
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