Mathematical optimization, Monte Carlo method, Cross-entropy method, Combinatorial optimization and Optimization problem are his primary areas of study. His research in the fields of Global optimization overlaps with other disciplines such as Sensitivity. His Monte Carlo method research incorporates elements of Stochastic optimization and Artificial intelligence.
His research integrates issues of Markov process and Importance sampling in his study of Cross-entropy method. His Combinatorial optimization study incorporates themes from Theoretical computer science and Theory of computation. The Monte Carlo integration study which covers Dynamic Monte Carlo method that intersects with Monte Carlo method in statistical physics.
His main research concerns Mathematical optimization, Algorithm, Monte Carlo method, Importance sampling and Queueing theory. Reuven Y. Rubinstein interconnects Cross entropy and Applied mathematics in the investigation of issues within Mathematical optimization. In the subject of general Algorithm, his work in Combinatorial optimization and Counting problem is often linked to Gibbs sampling, thereby combining diverse domains of study.
His study in the fields of Hybrid Monte Carlo, Quasi-Monte Carlo method, Monte Carlo integration and Control variates under the domain of Monte Carlo method overlaps with other disciplines such as Reliability. His Importance sampling research includes themes of Entropy, Heavy-tailed distribution and Rare events. As part of the same scientific family, he usually focuses on Queueing theory, concentrating on Score and intersecting with Simulation modeling and Path.
Reuven Y. Rubinstein mostly deals with Algorithm, Monte Carlo method, Estimator, Mathematical optimization and Combinatorial optimization. His Algorithm research focuses on Markov chain Monte Carlo and how it connects with Discrete mathematics. His work deals with themes such as Computer graphics, Computer simulation and Computational science, which intersect with Monte Carlo method.
His Estimator research includes elements of Enhanced Data Rates for GSM Evolution and Permutation. As a part of the same scientific family, Reuven Y. Rubinstein mostly works in the field of Mathematical optimization, focusing on Cross entropy and, on occasion, Test functions for optimization and Cross-entropy method. His Combinatorial optimization study combines topics from a wide range of disciplines, such as Statistical hypothesis testing and Graph.
His primary areas of study are Mathematical optimization, Algorithm, Markov chain Monte Carlo, Monte Carlo method and Multi-swarm optimization. His work on Combinatorial optimization as part of general Mathematical optimization study is frequently linked to Gibbs sampling, bridging the gap between disciplines. His Algorithm study combines topics from a wide range of disciplines, such as Estimator, Enhanced Data Rates for GSM Evolution and Permutation.
His Markov chain Monte Carlo research is multidisciplinary, incorporating perspectives in Discrete mathematics, Satisfiability, Time complexity, Enumeration and Importance sampling. His work in Monte Carlo method in statistical physics, Monte Carlo integration, Monte Carlo molecular modeling, Quasi-Monte Carlo method and Hybrid Monte Carlo is related to Monte Carlo method. Reuven Y. Rubinstein has included themes like Rejection sampling, Simulation and Dynamic Monte Carlo method in his Monte Carlo method in statistical physics study.
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Simulation and the Monte Carlo Method
Reuven Y. Rubinstein.
Technometrics (1981)
Simulation and the Monte Carlo Method
R. Y. Rubinstein;D. P. Kroese.
smcm (2007)
A Tutorial on the Cross-Entropy Method
Pieter-Tjerk de Boer;Dirk P. Kroese;Shie Mannor;Reuven Y. Rubinstein.
Annals of Operations Research (2005)
The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning
Reuven Y. Rubinstein;Dirk P. Kroese.
(2004)
Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
Reuven Y. Rubinstein;Dirk P. Kroese.
(1981)
The Cross-Entropy Method for Combinatorial and Continuous Optimization
Reuven Rubinstein.
Methodology and Computing in Applied Probability (1999)
Optimization of computer simulation models with rare events
Reuven Y. Rubinstein.
European Journal of Operational Research (1997)
The Cross Entropy Method: A Unified Approach To Combinatorial Optimization, Monte-carlo Simulation (Information Science and Statistics)
Reuven Y. Rubinstein;Dirk P. Kroese.
(2004)
Modern simulation and modeling
Reuven Y. Rubinstein;Benjamin Melamed.
(1998)
The Cross‐Entropy Method
Reuven Y. Rubinstein;Dirk P. Kroese.
(2004)
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