Monte Carlo Strategies in Scientific Computing
(Sprache: Englisch)
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.
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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.
Klappentext zu „Monte Carlo Strategies in Scientific Computing “
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.
Inhaltsverzeichnis zu „Monte Carlo Strategies in Scientific Computing “
- 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
- Basics in Probability and Statistics
- References
- Author Index
- Subject Index
Bibliographische Angaben
- Autor: Jun S. Liu
- 2008, 2004., 344 Seiten, Maße: 15,4 x 23,6 cm, Kartoniert (TB), Englisch
- Verlag: Springer, New York
- ISBN-10: 0387763694
- ISBN-13: 9780387763699
Sprache:
Englisch
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