The cross-entropy method for estimation
By Dirk P. Kroese, Reuven Y. Rubinstein, Peter W. Glynn. 2013
93 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Statistics and Probability
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
In Management Science and Operations Research
- Sergey Levine
- Pieter Abbeel
- Vikash Kumar
- Chelsea Finn
- Jimmy Ba
- Anusha Nagabandi
- Byron Boots
- Ching-An Cheng
In Statistics and Probability
- Pieter Abbeel
- Sergey Levine
- Ching-An Cheng
- Vikash Kumar
- Jimmy Ba
- Byron Boots
- Tingwu Wang
- Guodong Zhang
Citations in the corpus
- Benchmarking Model-Based Reinforcement Learning (2019, methodology): “[4] Zdravko I Botev, Dirk P Kroese, Reuven Y Rubinstein, and Pierre L’Ecuyer.”
- Deep Dynamics Models for Learning Dexterous Manipulation (2019, methodology): “Iterative Random-Shooting with Refinement: To address these issues, much prior work [31] has instead taken a cross-entropy method (CEM) approach, which begins as the random shooting approach, but then does this sampling for multiple iterations m ∈ {0 .”
- Exploring Model-based Planning with Policy Networks (2019, methodology): “In PETS [5], the authors further use cross entropy method (CEM) [6, 1] to re-samples sequences near the best sequences from the last CEM iteration.”
- An Online Learning Approach to Model Predictive Control (2019, background): “he large number of rejected samples. Because of this, in practice, the threshold is set adaptively, e.g., as the largest cost of the top elite fraction of the sampled trajectories with smallest costs [6]. This allows the controller to make the best sampled trajectories more likely and therefore impr”