Cross-entropy method in application to the SIRC model

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 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.