Monte Carlo Strategies in Scientific Computing
Seiten
2002
|
1st Corrected ed. 2004. Corr. 2nd printing 2002
Springer-Verlag New York Inc.
978-0-387-95230-7 (ISBN)
Springer-Verlag New York Inc.
978-0-387-95230-7 (ISBN)
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This book provides an 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. It can be used as a textbook for a graduate-level course on Monte Carlo methods.
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.
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.
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.
Erscheint lt. Verlag | 17.10.2002 |
---|---|
Reihe/Serie | Springer Series in Statistics |
Zusatzinfo | biography |
Verlagsort | New York, NY |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 620 g |
Einbandart | gebunden |
Themenwelt | Schulbuch / Wörterbuch ► Lexikon / Chroniken |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
ISBN-10 | 0-387-95230-6 / 0387952306 |
ISBN-13 | 978-0-387-95230-7 / 9780387952307 |
Zustand | Neuware |
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