Cross-entropy method in application to SIRC model
Optimization and Control
2021-04-15 v1 Probability
Computation
Abstract
The study considers the usage of a probabilistic optimization method called Cross-Entropy (CE). This is the version of the Monte Carlo method created by Reuven Rubinstein (1997). It was developed in the context of determining rare events. Here we will present the way in which the CE method can be used for problems of optimization of epidemiological models, and more specifically the optimization of the SIRC (Susceptible - Infectious - Recovered - Cross-immune) model based on the functions supervising the care of specific groups in the model. With the help of weighted sampling, an attempt was made to find the fastest and most accurate version of the algorithm.
Cite
@article{arxiv.2011.01197,
title = {Cross-entropy method in application to SIRC model},
author = {Maria Katarzyna Stachowiak and Krzysztof Józef Szajowski},
journal= {arXiv preprint arXiv:2011.01197},
year = {2021}
}
Comments
22 pages, 9 figures