Buch, Englisch, 344 Seiten, Format (B × H): 154 mm x 236 mm, Gewicht: 1130 g
Buch, Englisch, 344 Seiten, Format (B × H): 154 mm x 236 mm, Gewicht: 1130 g
Reihe: Springer Series in Statistics
ISBN: 978-0-387-76369-9
Verlag: Springer
A large number of scientists and engineers use Monte Carlo simulation as an essential tool in their work. This paperback edition (a reprint of the 2001 Springer edition) provides an up-to-date and self-contained summary of recent research results. 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. Many problems discussed in the later chapters can be potential thesis topics for masters’ or Ph.D. students in statistics or computer science departments.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
- Interdisziplinäres Wissenschaften Wissenschaften: Allgemeines Enzyklopädien, Nachschlagewerke, Wörterbücher
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
Weitere Infos & Material
1 Introduction and Examples.- 2 Basic Principles: Rejection, Weighting, and Others.- 3 Theory of Sequential Monte Carlo.- 4 Sequential Monte Carlo in Action.- 5 Metropolis Algorithm and Beyond.- 6 The Gibbs Sampler.- 7 Cluster Algorithms for the Ising Model.- 8 General Conditional Sampling.- 9 Molecular Dynamics and Hybrid Monte Carlo.- 10 Multilevel Sampling and Optimization Methods.- 11 Population-Based Monte Carlo Methods.- 12 Markov Chains and Their Convergence.- 13 Selected Theoretical Topics.- A Basics in Probability and Statistics.- A.1 Basic Probability Theory.- A.1.1 Experiments, events, and probability.- A.1.2 Univariate random variables and their properties.- A.1.3 Multivariate random variable.- A.1.4 Convergence of random variables.- A.2 Statistical Modeling and Inference.- A.2.1 Parametric statistical modeling.- A.2.2 Frequentist approach to statistical inference.- A.2.3 Bayesian methodology.- A.3 Bayes Procedure and Missing Data Formalism.- A.3.1 The joint and posterior distributions.- A.3.2 The missing data problem.- A.4 The Expectation-Maximization Algorithm.- References.- Author Index.
