Paper, 18pp, Annals of Operations Research 134, 101–118, 2005
Consider a network of u[sub][/sub]nreliable links, modelling for example a communication network. Estimating the reliability of the network – expressed as the probability that certain nodes in the network are connected – is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques of estimation are considered: Crude Monte Carlo and the more sophisticated Permutation Monte Carlo and Merge Process.
We show that the Cross-Entropy method yields a speed-up over all three techniques.
Consider a network of u[sub][/sub]nreliable links, modelling for example a communication network. Estimating the reliability of the network – expressed as the probability that certain nodes in the network are connected – is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques of estimation are considered: Crude Monte Carlo and the more sophisticated Permutation Monte Carlo and Merge Process.
We show that the Cross-Entropy method yields a speed-up over all three techniques.