Vorticity, Statistical Mechanics, and Monte Carlo Simulation, Chjan Lim; Joseph Nebus

Автор: Christian Robert; George Casella
Название: Monte Carlo Statistical Methods
ISBN: 1441919392 ISBN-13(EAN): 9781441919397
Издательство: Springer
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Цена: 16769.00 р.
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Описание: We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.

Автор: Del Moral
Название: Mean Field Simulation for Monte Carlo Integration
ISBN: 1138198730 ISBN-13(EAN): 9781138198739
Издательство: Taylor&Francis
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Цена: 7961.00 р.
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Описание:

In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Markov chain Monte Carlo models; bootstrapping methods; ensemble Kalman filters; and interacting particle filters.

Mean Field Simulation for Monte Carlo Integration presents the first comprehensive and modern mathematical treatment of mean field particle simulation models and interdisciplinary research topics, including interacting jumps and McKean-Vlasov processes, sequential Monte Carlo methodologies, genetic particle algorithms, genealogical tree-based algorithms, and quantum and diffusion Monte Carlo methods.

Along with covering refined convergence analysis on nonlinear Markov chain models, the author discusses applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology.

This book shows how mean field particle simulation has revolutionized the field of Monte Carlo integration and stochastic algorithms. It will help theoretical probability researchers, applied statisticians, biologists, statistical physicists, and computer scientists work better across their own disciplinary boundaries.

Автор: Gamerman, Dani.
Название: Markov Chain Monte Carlo
ISBN: 1584885874 ISBN-13(EAN): 9781584885870
Издательство: Taylor&Francis
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Цена: 15312.00 р.
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Описание: Incorporating changes in theory and highlighting various applications, this book presents a comprehensive introduction to the methods of Markov Chain Monte Carlo (MCMC) simulation technique. It incorporates the developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection.

Автор: V.B. Melas; Stefania Mignani; Paola Monari; Luigi
Название: Topics in Statistical Simulation
ISBN: 1493921037 ISBN-13(EAN): 9781493921034
Издательство: Springer
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Цена: 16769.00 р.
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Описание: The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation.

Автор: V.B. Melas; Stefania Mignani; Paola Monari; Luigi
Название: Topics in Statistical Simulation
ISBN: 1493947842 ISBN-13(EAN): 9781493947843
Издательство: Springer
Рейтинг:
Цена: 16769.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation.