Mean Field Simulation for Monte Carlo Integration (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Image 1

£47.83

CRC Press Mean Field Simulation for Monte Carlo Integration (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Name: Mean Field Simulation for Monte Carlo Integration (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Brand: CRC Press
Price: 47.83 GBP
Availability: InStock

Probability & Statistics

Price History & Forecast

Last 7 days • 7 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 7 days • 1 price levels

Days at Price

Price Analysis

Most common price: £48 (7 days, 100.0%)

Price range: £48 - £48

Price levels: 1 different prices over 7 days

Description

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.

Product Specifications

Brand: CRC Press
Format: Paperback
ASIN: 1138198730
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 31 October 2016
Listed Since: 30 August 2016

Barcode

No barcode data available

CRC Press Mean Field Simulation for Monte Carlo Integration (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Mean Field Simulation for Monte Carlo Integration (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Springer An Introduction to Sequential Monte Carlo - Particle Filters

Handbook of Monte Carlo Methods (Wiley Series in Probability and Statistics)

Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation: 68 (Stochastic Modelling and Applied Probability, 68)

Handbook of Markov Chain Monte Carlo (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

An Introduction to Sequential Monte Carlo (Springer Series in Statistics)

CRC Press Monte Carlo Methods in Finance and Insurance Book

Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series)

Complex Stochastic Systems: 87 (CRC Monographs on Statistics & Applied Probability (Hardcover))

Simulation and the Monte Carlo Method, 3rd Edition: 10 (Wiley Series in Probability and Statistics)

Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition: 68 (Chapman & Hall/CRC Texts in Statistical Science)

Introducing Monte Carlo Methods with R (Use R!)

Monte Carlo Simulation with Applications to Finance (Chapman & Hall/CRC Financial Mathematics)

Markov Chain Monte Carlo in Practice (Chapman & Hall/CRC Interdisciplinary Statistics)

Stochastic Modeling of Scientific Data (Chapman & Hall/CRC Texts in Statistical Science)

Monte Carlo Methods in Statistical Physics

Stochastic Simulations of Clusters: Quantum Methods in Flat and Curved Spaces

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Monte Carlo Methods in Chemical Physics, Volume 105: 120 (Advances in Chemical Physics)

CRC Press Probability and Statistical Inference Textbook

Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Statistics in the Health Sciences: Theory, Applications, and Computing

Stochastic Modeling and Mathematical Statistics: A Text for Statisticians and Quantitative Scientists (Chapman & Hall/CRC Texts in Statistical Science)

Applied Stochastic Modelling (Chapman & Hall/CRC Texts in Statistical Science)