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Handbook of Markov Chain Monte Carlo

Handbook of Markov Chain Monte Carlo PDF Author: Steve Brooks
Publisher: CRC Press
ISBN: 1420079425
Category : Mathematics
Languages : en
Pages : 619

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Book Description
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 fisherie

Handbook of Markov Chain Monte Carlo

Handbook of Markov Chain Monte Carlo PDF Author: Steve Brooks
Publisher: CRC Press
ISBN: 1420079425
Category : Mathematics
Languages : en
Pages : 619

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Book Description
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 fisherie

Handbook of Monte Carlo Methods

Handbook of Monte Carlo Methods PDF Author: Dirk P. Kroese
Publisher: John Wiley & Sons
ISBN: 9781118014950
Category : Mathematics
Languages : en
Pages : 772

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Book Description
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.

Markov Chain Monte Carlo Methods in Quantum Field Theories

Markov Chain Monte Carlo Methods in Quantum Field Theories PDF Author: Anosh Joseph
Publisher: Springer Nature
ISBN: 3030460444
Category : Science
Languages : en
Pages : 126

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Book Description
This primer is a comprehensive collection of analytical and numerical techniques that can be used to extract the non-perturbative physics of quantum field theories. The intriguing connection between Euclidean Quantum Field Theories (QFTs) and statistical mechanics can be used to apply Markov Chain Monte Carlo (MCMC) methods to investigate strongly coupled QFTs. The overwhelming amount of reliable results coming from the field of lattice quantum chromodynamics stands out as an excellent example of MCMC methods in QFTs in action. MCMC methods have revealed the non-perturbative phase structures, symmetry breaking, and bound states of particles in QFTs. The applications also resulted in new outcomes due to cross-fertilization with research areas such as AdS/CFT correspondence in string theory and condensed matter physics. The book is aimed at advanced undergraduate students and graduate students in physics and applied mathematics, and researchers in MCMC simulations and QFTs. At the end of this book the reader will be able to apply the techniques learned to produce more independent and novel research in the field.

Academic Press Library in Signal Processing

Academic Press Library in Signal Processing PDF Author:
Publisher: Academic Press
ISBN: 0123972264
Category : Technology & Engineering
Languages : en
Pages : 1480

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Book Description
This first volume, edited and authored by world leading experts, gives a review of the principles, methods and techniques of important and emerging research topics and technologies in machine learning and advanced signal processing theory. With this reference source you will: Quickly grasp a new area of research Understand the underlying principles of a topic and its application Ascertain how a topic relates to other areas and learn of the research issues yet to be resolved Quick tutorial reviews of important and emerging topics of research in machine learning Presents core principles in signal processing theory and shows their applications Reference content on core principles, technologies, algorithms and applications Comprehensive references to journal articles and other literature on which to build further, more specific and detailed knowledge Edited by leading people in the field who, through their reputation, have been able to commission experts to write on a particular topic

Bayesian Inference on Complicated Data

Bayesian Inference on Complicated Data PDF Author: Niansheng Tang
Publisher: BoD – Books on Demand
ISBN: 1838803858
Category : Mathematics
Languages : en
Pages : 118

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Book Description
Due to great applications in various fields, such as social science, biomedicine, genomics, and signal processing, and the improvement of computing ability, Bayesian inference has made substantial developments for analyzing complicated data. This book introduces key ideas of Bayesian sampling methods, Bayesian estimation, and selection of the prior. It is structured around topics on the impact of the choice of the prior on Bayesian statistics, some advances on Bayesian sampling methods, and Bayesian inference for complicated data including breast cancer data, cloud-based healthcare data, gene network data, and longitudinal data. This volume is designed for statisticians, engineers, doctors, and machine learning researchers.

Exploring Monte Carlo Methods

Exploring Monte Carlo Methods PDF Author: William L. Dunn
Publisher: Elsevier
ISBN: 0128197455
Category : Science
Languages : en
Pages : 592

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Book Description
Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning. Provides a comprehensive yet concise treatment of Monte Carlo methods Uses the famous "Buffon’s needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods Includes numerous exercises and useful appendices on: Certain mathematical functions, Bose Einstein functions, Fermi Dirac functions and Watson functions

Sociocognitive Foundations of Educational Measurement

Sociocognitive Foundations of Educational Measurement PDF Author: Robert J. Mislevy
Publisher: Routledge
ISBN: 1317976517
Category : Education
Languages : en
Pages : 438

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Book Description
Several key developments challenge the field of educational measurement today: demands for tests at larger scales with higher stakes, an improved understanding of how people develop capabilities, and new technologies for interactive digital assessments. Sociocognitive Foundations of Educational Measurement integrates new developments in educational measurement and educational psychology in order to provide researchers, testing professionals, and students with an innovative sociocognitive perspective on assessment. This comprehensive volume begins with a broad explanation of the sociocognitive perspective and the foundations of assessment, then provides a series of focused applications to major topics such as assessment arguments, validity, fairness, interactive assessment, and a conception of "measurement" in educational assessment. Classical test theory, item response theory, categorical models, mixture models, cognitive diagnosis models, and Bayesian networks are explored from the resulting perspective. Ideal for specialists in these areas, graduate students, developers, and scholars in both educational measurement and fields that contribute to a sociocognitive perspective, this book consolidates nearly a decade of research into a fresh perspective on educational measurement.

Essays in Honor of Aman Ullah

Essays in Honor of Aman Ullah PDF Author: R. Carter Hill
Publisher: Emerald Group Publishing
ISBN: 1785607863
Category : Business & Economics
Languages : en
Pages : 680

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Book Description
Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.

Data Assimilation for Atmospheric, Oceanic and Hydrologic Applications (Vol. II)

Data Assimilation for Atmospheric, Oceanic and Hydrologic Applications (Vol. II) PDF Author: Seon Ki Park
Publisher: Springer Science & Business Media
ISBN: 3642350887
Category : Science
Languages : en
Pages : 730

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Book Description
This book contains the most recent progress in data assimilation in meteorology, oceanography and hydrology including land surface. It spans both theoretical and applicative aspects with various methodologies such as variational, Kalman filter, ensemble, Monte Carlo and artificial intelligence methods. Besides data assimilation, other important topics are also covered including targeting observation, sensitivity analysis, and parameter estimation. The book will be useful to individual researchers as well as graduate students for a reference in the field of data assimilation.

Computational Methods for Risk Management in Economics and Finance

Computational Methods for Risk Management in Economics and Finance PDF Author: Marina Resta
Publisher: MDPI
ISBN: 3039284983
Category : Business & Economics
Languages : en
Pages : 234

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Book Description
At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.