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Monte Carlo method

  • Monte Carlo and Quasi-Monte Carlo Methods 2012by Josef Dick; Frances Y. Kuo; Gareth W. Peters; Ian H. Sloan

    Springer 2013; US$ 189.00

    This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The... more...

  • Interacting Multiagent Systemsby Lorenzo Pareschi; Giuseppe Toscani

    Oxford University Press 2013; US$ 97.99

    The description of emerging collective phenomena and self-organization in systems composed of large numbers of individuals has gained increasing interest from various research communities in biology, ecology, robotics and control theory, as well as sociology and economics.Applied mathematics is concerned with the construction, analysis and interpretation... more...

  • Mean Field Simulation for Monte Carlo Integrationby Pierre Del Moral

    Taylor and Francis 2013; US$ 99.95

    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... more...

  • Sequential Monte Carlo Methods for Nonlinear Discrete-Time Filteringby Marcelo G. S. Bruno

    Morgan & Claypool Publishers 2013; US$ 40.00

    In these notes, we introduce particle filtering as a recursive importance sampling method that approximates the minimum-mean-square-error (MMSE) estimate of a sequence of hidden state vectors in scenarios where the joint probability distribution of the states and the observations is non-Gaussian and, therefore, closed-form analytical expressions for... more...

  • Simulation and the Monte Carlo Method, Student Solutions Manualby Reuven Y. Rubinstein; Dirk P. Kroese

    Wiley 2012; US$ 33.95

    This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method , Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition... more...

  • Simulation and the Monte Carlo Methodby Reuven Y. Rubinstein; Dirk P. Kroese

    Wiley 2011; US$ 139.00

    This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method , Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition... more...

  • Handbook of Markov Chain Monte Carloby Steve Brooks; Andrew Gelman; Galin Jones; Xiao-Li Meng

    Taylor and Francis 2011; US$ 109.95

    Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisheries... more...

  • Exploring Monte Carlo Methodsby William L. Dunn; J. Kenneth Shultis

    Elsevier Science 2011; US$ 124.00

    Exploring Monte Carlo Methods is a basic text that describes the numerical methods that have come to be known as "Monte Carlo." The book treats the subject generically through the first eight chapters and, thus, should be of use to anyone who wants to learn to use Monte Carlo. The next two chapters focus on applications in nuclear engineering, which... more...

  • Statistical Simulationby Todd C. Headrick

    Taylor and Francis 2009; US$ 104.95

    Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years, it was not until recently that the probability density function (pdf) and cumulative distribution function (cdf) were derived and made available. Focusing on both univariate and multivariate nonnormal data generation,... more...

  • Simulation and the Monte Carlo Methodby Reuven Y. Rubinstein

    Wiley 2009; US$ 199.00

    This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance... more...