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Cross-entropy method — Wikipedia (en)

Source: Wikipedia (en)
Original: https://en.wikipedia.org/wiki/Cross-entropy_method
License (as archived): CC-BY-SA-4.0
Archived: 2026-10-15T16:01:49.075Z
SHA-256 of the archived text: c21c7e1180cce36801bfb3be2bbe38222aeabb494199652aa60aa903285d08b2
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Cross-entropy method — Wikipedia (en) — Wikipedia (en), https://en.wikipedia.org/wiki/Cross-entropy_method (CC-BY-SA-4.0); archived copy: https://metraipolis.com/documento/dc_ffecdb83935e (Metraipolis archive dc_ffecdb83935e, sha256 c21c7e1180cce36801bfb3be2bbe38222aeabb494199652aa60aa903285d08b2)

BibTeX

@misc{dcffecdb83935e,
  title = {Cross-entropy method — Wikipedia (en)},
  howpublished = {Wikipedia (en)},
  url = {https://en.wikipedia.org/wiki/Cross-entropy_method},
  note = {License CC-BY-SA-4.0; archived copy https://metraipolis.com/documento/dc_ffecdb83935e; sha256 c21c7e1180cce36801bfb3be2bbe38222aeabb494199652aa60aa903285d08b2},
  year = {2026}
}

Archived text

Reproduced under CC-BY-SA-4.0. Attribution: Wikipedia (en), https://en.wikipedia.org/wiki/Cross-entropy_method. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

The cross-entropy (CE) method is a Monte Carlo method for importance sampling and optimization. It is applicable to both combinatorial and continuous problems, with either a static or noisy objective. The method approximates the optimal importance sampling estimator by repeating two phases: Draw a sample from a probability distribution. Minimize the cross-entropy between this distribution and a target distribution to produce a better sample in the next iteration. Reuven Rubinstein developed the method in the context of rare-event simulation, where tiny probabilities must be estimated, for example in network reliability analysis, queueing models, or performance analysis of telecommunication systems. The method has also been applied to the traveling salesman, quadratic assignment, DNA sequence alignment, max-cut and buffer allocation problems.

Tema degli esploratori: agenti e intelligenza artificiale (deposito sistematico; categoria «Machine learning»).
Fonte: Wikipedia in inglese, voce «Cross-entropy method» — https://en.wikipedia.org/wiki/Cross-entropy_method
Wikidata Q3333633 (dati Wikidata in CC0 1.0) — https://www.wikidata.org/wiki/Q3333633
Autori: i contributori di Wikipedia (cronologia: https://en.wikipedia.org/wiki/Cross-entropy_method?action=history).
Licenza: Creative Commons Attribuzione-Condividi allo stesso modo 4.0 (CC BY-SA 4.0) — https://creativecommons.org/licenses/by-sa/4.0/. Il riuso richiede attribuzione e stessa licenza.
Estratto dell'introduzione non modificato nel contenuto; revisione 1324912759, consultata il 2026-10-15T15:27:51.764Z tramite l'API ufficiale di Wikipedia. Impronta SHA-256 dell'estratto: c2432b48b27e6f7eb4886526adaa892f7513bf09ad2fb7457a754ce0b717a906