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  2. Admissible heuristic - Wikipedia

    en.wikipedia.org/wiki/Admissible_heuristic

    An admissible heuristic is used to estimate the cost of reaching the goal state in an informed search algorithm.In order for a heuristic to be admissible to the search problem, the estimated cost must always be lower than or equal to the actual cost of reaching the goal state.

  3. Heuristic (computer science) - Wikipedia

    en.wikipedia.org/wiki/Heuristic_(computer_science)

    To use a heuristic for solving a search problem or a knapsack problem, it is necessary to check that the heuristic is admissible. Given a heuristic function (,) meant to approximate the true optimal distance (,) to the goal node in a directed graph containing total nodes or vertices labeled ,,,, "admissible" means roughly that the heuristic ...

  4. Thompson sampling - Wikipedia

    en.wikipedia.org/wiki/Thompson_sampling

    Thompson sampling, [1] [2] [3] named after William R. Thompson, is a heuristic for choosing actions that address the exploration–exploitation dilemma in the multi-armed bandit problem. It consists of choosing the action that maximizes the expected reward with respect to a randomly drawn belief.

  5. A* search algorithm - Wikipedia

    en.wikipedia.org/wiki/A*_search_algorithm

    A search algorithm is said to be admissible if it is guaranteed to return an optimal solution. If the heuristic function used by A* is admissible, then A* is admissible. An intuitive "proof" of this is as follows: Call a node closed if it has been visited and is not in the open set.

  6. Metropolis–Hastings algorithm - Wikipedia

    en.wikipedia.org/wiki/Metropolis–Hastings...

    The Metropolis-Hastings algorithm sampling a normal one-dimensional posterior probability distribution. In statistics and statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult. New ...

  7. Simulated annealing - Wikipedia

    en.wikipedia.org/wiki/Simulated_annealing

    The simulation can be performed either by a solution of kinetic equations for probability density functions, [7] [8] or by using a stochastic sampling method. [6] [9] The method is an adaptation of the Metropolis–Hastings algorithm, a Monte Carlo method to generate sample states of a thermodynamic system, published by N. Metropolis et al. in ...

  8. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    Sawilowsky [56] distinguishes between a simulation, a Monte Carlo method, and a Monte Carlo simulation: a simulation is a fictitious representation of reality, a Monte Carlo method is a technique that can be used to solve a mathematical or statistical problem, and a Monte Carlo simulation uses repeated sampling to obtain the statistical ...

  9. Simple random sample - Wikipedia

    en.wikipedia.org/wiki/Simple_random_sample

    It is a process of selecting a sample in a random way. In SRS, each subset of k individuals has the same probability of being chosen for the sample as any other subset of k individuals. [1] Simple random sampling is a basic type of sampling and can be a component of other more complex sampling methods. [2]