Tutorial
A tutorial about the CE method is available in PDF format here (800 kB) (alternatively in PostScript format (2200 kB)). It will be updated every now and then; the presently available version is dated November 24, 2003.
The table of contents of the tutorial is as follows:
- Introduction
- Methodology: Two Examples
- A Rare Event Simulation Example
- A Combinatorial Optimisation Example
- The Main Algorithm(s)
- The CE Method for Rare Event Simulation
- The CE Method for Combinatorial Optimisation
- Various applications
- The Max-Cut problem
- The Travelling Salesman Problem
- Modifications
- Alternative Performance Functions
- Fully Adaptive CE Algorithm
- Further Developments
- Vector Quantization and Clustering Analysis
- Markovian Decision Process
- Discussion and Future Directions
