Cross-entropy method: Difference between revisions

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== Continuous optimization—example==
The same CE algorithm can be used for optimization, rather than estimation.
Suppose the problem is to maximize some function <math>S(x)</math>, for example,
<math>S(x) = \textrm{e}^{-(x-2)^2} + 0.8\,\textrm{e}^{-(x+2)^2}</math>.
To apply CE, one considers first the ''associated stochastic problem'' of estimating