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

Price loading...

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

Probability & Statistics

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

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: hardcover
ASIN: 1466504056
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 20 May 2013
Listed Since: 03 October 2011

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

No Price Data Available

Price Distribution

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)

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

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

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

Springer An Introduction to Sequential Monte Carlo - Particle Filters

CRC Press Monte Carlo Methods in Finance and Insurance Book

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

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

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

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

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

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

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

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

Monte Carlo Methods in Statistical Physics

Introducing Monte Carlo Methods with R (Use R!)

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

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

Modeling and Inverse Problems in the Presence of Uncertainty (Chapman & Hall/CRC Monographs and Research Notes in Mathematics)

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

CRC Press Probability and Statistical Inference Textbook

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

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

CRC Press Statistical Methods for Spatio-Temporal Systems