Cross-Entropy Method in Application to the SIRC Model

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 us...

Full description

Bibliographic Details
Main Authors: Maria Katarzyna Stachowiak, Krzysztof Józef Szajowski
Format: Article
Language:English
Published: MDPI AG 2020-11-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/13/11/281
_version_ 1797548616792932352
author Maria Katarzyna Stachowiak
Krzysztof Józef Szajowski
author_facet Maria Katarzyna Stachowiak
Krzysztof Józef Szajowski
author_sort Maria Katarzyna Stachowiak
collection DOAJ
description 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 Susceptible–Infectious–Recovered–Cross-immune (SIRC) 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.
first_indexed 2024-03-10T15:02:11Z
format Article
id doaj.art-755956bb5e5c493a8a0b062beda8ad6f
institution Directory Open Access Journal
issn 1999-4893
language English
last_indexed 2024-03-10T15:02:11Z
publishDate 2020-11-01
publisher MDPI AG
record_format Article
series Algorithms
spelling doaj.art-755956bb5e5c493a8a0b062beda8ad6f2023-11-20T20:03:25ZengMDPI AGAlgorithms1999-48932020-11-01131128110.3390/a13110281Cross-Entropy Method in Application to the SIRC ModelMaria Katarzyna Stachowiak0Krzysztof Józef Szajowski1Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, PolandFaculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, PolandThe 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 Susceptible–Infectious–Recovered–Cross-immune (SIRC) 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.https://www.mdpi.com/1999-4893/13/11/281optimal stoppingcounting processcross-entropy methodepidemiological modelsSIR and SIRC modelscross-immunity and boosting
spellingShingle Maria Katarzyna Stachowiak
Krzysztof Józef Szajowski
Cross-Entropy Method in Application to the SIRC Model
Algorithms
optimal stopping
counting process
cross-entropy method
epidemiological models
SIR and SIRC models
cross-immunity and boosting
title Cross-Entropy Method in Application to the SIRC Model
title_full Cross-Entropy Method in Application to the SIRC Model
title_fullStr Cross-Entropy Method in Application to the SIRC Model
title_full_unstemmed Cross-Entropy Method in Application to the SIRC Model
title_short Cross-Entropy Method in Application to the SIRC Model
title_sort cross entropy method in application to the sirc model
topic optimal stopping
counting process
cross-entropy method
epidemiological models
SIR and SIRC models
cross-immunity and boosting
url https://www.mdpi.com/1999-4893/13/11/281
work_keys_str_mv AT mariakatarzynastachowiak crossentropymethodinapplicationtothesircmodel
AT krzysztofjozefszajowski crossentropymethodinapplicationtothesircmodel