Jun S. Liu
Monte Carlo Strategies in Scientific Computing
Paperback Engels 2008 2004e druk 9780387763699Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.
Specificaties
ISBN13:9780387763699
Taal:Engels
Bindwijze:paperback
Aantal pagina's:344
Uitgever:Springer New York
Druk:2004
Lezersrecensies
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Inhoudsopgave
Introduction and examples.- Basic principles: rejection, weighting, and others.- Theory of sequential Monte Carlo.- Sequential Monte Carlo in action.- Metropolis algorithm and beyond.- The Gibbs sampler.- Cluster algorithms for the Ising model.- General conditional sampling.- Molecular dynamics and hybrid Monte Carlo.- Multilevel sampling and optimization methods.- Population-based Monte Carlo methods.- Markov chains and their convergence.- Selected theoretical topics.
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