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m Replaced "package" with "library" in the description of software Novacta.Analytics. |
m link probability distribution using Find link |
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The method approximates the optimal importance sampling estimator by repeating two phases:<ref>Rubinstein, R.Y. and Kroese, D.P. (2004), The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning, Springer-Verlag, New York {{ISBN|978-0-387-21240-1}}.</ref>
#Draw a sample from a [[probability distribution]].
#Minimize the [[cross entropy|''cross-entropy'']] between this distribution and a target distribution to produce a better sample in the next iteration.
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