Handbook of Markov Chain Monte Carlo, Brooks, Steve
Автор: Christian Robert; George Casella Название: Monte Carlo Statistical Methods ISBN: 1441919392 ISBN-13(EAN): 9781441919397 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.
Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."
Автор: Chjan Lim; Joseph Nebus Название: Vorticity, Statistical Mechanics, and Monte Carlo Simulation ISBN: 1441922474 ISBN-13(EAN): 9781441922472 Издательство: Springer Рейтинг: Цена: 20263.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is drawn from across many active fields of mathematics and physics. With fresh insights into an important field, the book addresses how to access interesting, original, and publishable research in statistical modeling of large-scale flows and related fields.
Автор: Kai-Tai Fang; Fred J. Hickernell; Harald Niederrei Название: Monte Carlo and Quasi-Monte Carlo Methods 2000 ISBN: 354042718X ISBN-13(EAN): 9783540427186 Издательство: Springer Рейтинг: Цена: 23058.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Contains the proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing held in Hong Kong in 2000. It includes surveys of multidimensional numerical integration, low-discrepancy point sets, random number generation and applications.
Автор: Arnaud Doucet; A. Smith; Nando de Freitas; Neil Go Название: Sequential Monte Carlo Methods in Practice ISBN: 1441928871 ISBN-13(EAN): 9781441928870 Издательство: Springer Рейтинг: Цена: 27251.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.
Автор: Gamerman, Dani. Название: Markov Chain Monte Carlo ISBN: 1584885874 ISBN-13(EAN): 9781584885870 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Описание: "This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Monte Carlo methods commonly used....This book will be useful, especially to researchers with a strong background in probability and an interest in image analysis.
Автор: Hanada, Masanori Matsuura, So Название: Mcmc from scratch ISBN: 9811927146 ISBN-13(EAN): 9789811927140 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced knowledge of mathematics and programming. MCMC is a powerful technique that can be used to integrate complicated functions or to handle complicated probability distributions. MCMC is frequently used in diverse fields where statistical methods are important – e.g. Bayesian statistics, quantum physics, machine learning, computer science, computational biology, and mathematical economics. This book aims to equip readers with a sound understanding of MCMC and enable them to write simulation codes by themselves. The content consists of six chapters. Following Chap. 2, which introduces readers to the Monte Carlo algorithm and highlights the advantages of MCMC, Chap. 3 presents the general aspects of MCMC. Chap. 4 illustrates the essence of MCMC through the simple example of the Metropolis algorithm. In turn, Chap. 5 explains the HMC algorithm, Gibbs sampling algorithm and Metropolis-Hastings algorithm, discussing their pros, cons and pitfalls. Lastly, Chap. 6 presents several applications of MCMC. Including a wealth of examples and exercises with solutions, as well as sample codes and further math topics in the Appendix, this book offers a valuable asset for students and beginners in various fields.
Автор: Gilks, W.R. Название: Markov Chain Monte Carlo in Practice ISBN: 0412055511 ISBN-13(EAN): 9780412055515 Издательство: Taylor&Francis Рейтинг: Цена: 22968.00 р. Наличие на складе: Нет в наличии.
Описание: This book introduces a new Markov chain optimization method with braking the detailed balance. It develops a quantum Monte Carlo method for nonconserved particles and combines it with the excitation level analysis.
Описание: Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
Описание: Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.
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