Monte Carlo Strategies In Scientific Computing PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Monte Carlo Strategies In Scientific Computing PDF full book. Access full book title Monte Carlo Strategies In Scientific Computing.
Author | : Jun S. Liu |
Publisher | : Springer Science & Business Media |
Total Pages | : 350 |
Release | : 2013-11-11 |
Genre | : Mathematics |
ISBN | : 0387763716 |
Download Monte Carlo Strategies in Scientific Computing Book in PDF, ePub and Kindle
This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. 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.
Author | : Christian Robert |
Publisher | : Springer Science & Business Media |
Total Pages | : 297 |
Release | : 2010 |
Genre | : Computers |
ISBN | : 1441915753 |
Download Introducing Monte Carlo Methods with R Book in PDF, ePub and Kindle
This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.
Author | : Faming Liang |
Publisher | : John Wiley & Sons |
Total Pages | : 308 |
Release | : 2011-07-05 |
Genre | : Mathematics |
ISBN | : 1119956803 |
Download Advanced Markov Chain Monte Carlo Methods Book in PDF, ePub and Kindle
Markov Chain Monte Carlo (MCMC) methods are now an indispensable tool in scientific computing. This book discusses recent developments of MCMC methods with an emphasis on those making use of past sample information during simulations. The application examples are drawn from diverse fields such as bioinformatics, machine learning, social science, combinatorial optimization, and computational physics. Key Features: Expanded coverage of the stochastic approximation Monte Carlo and dynamic weighting algorithms that are essentially immune to local trap problems. A detailed discussion of the Monte Carlo Metropolis-Hastings algorithm that can be used for sampling from distributions with intractable normalizing constants. Up-to-date accounts of recent developments of the Gibbs sampler. Comprehensive overviews of the population-based MCMC algorithms and the MCMC algorithms with adaptive proposals. This book can be used as a textbook or a reference book for a one-semester graduate course in statistics, computational biology, engineering, and computer sciences. Applied or theoretical researchers will also find this book beneficial.
Author | : Dianne P. O'Leary |
Publisher | : SIAM |
Total Pages | : 376 |
Release | : 2009-03-19 |
Genre | : Mathematics |
ISBN | : 0898716667 |
Download Scientific Computing with Case Studies Book in PDF, ePub and Kindle
This book is a practical guide to the numerical solution of linear and nonlinear equations, differential equations, optimization problems, and eigenvalue problems. It treats standard problems and introduces important variants such as sparse systems, differential-algebraic equations, constrained optimization, Monte Carlo simulations, and parametric studies. Stability and error analysis are emphasized, and the Matlab algorithms are grounded in sound principles of software design and understanding of machine arithmetic and memory management. Nineteen case studies provide experience in mathematical modeling and algorithm design, motivated by problems in physics, engineering, epidemiology, chemistry, and biology. The topics included go well beyond the standard first-course syllabus, introducing important problems such as differential-algebraic equations and conic optimization problems, and important solution techniques such as continuation methods. The case studies cover a wide variety of fascinating applications, from modeling the spread of an epidemic to determining truss configurations.
Author | : Harald Niederreiter |
Publisher | : Springer Science & Business Media |
Total Pages | : 391 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461225523 |
Download Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing Book in PDF, ePub and Kindle
Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.
Author | : Art B. Owen |
Publisher | : Springer |
Total Pages | : 479 |
Release | : 2018-07-03 |
Genre | : Computers |
ISBN | : 3319914367 |
Download Monte Carlo and Quasi-Monte Carlo Methods Book in PDF, ePub and Kindle
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
Author | : Mark Johnson |
Publisher | : Springer Science & Business Media |
Total Pages | : 292 |
Release | : 2012-12-06 |
Genre | : Technology & Engineering |
ISBN | : 1441990178 |
Download Mathematical Foundations of Speech and Language Processing Book in PDF, ePub and Kindle
Speech and language technologies continue to grow in importance as they are used to create natural and efficient interfaces between people and machines, and to automatically transcribe, extract, analyze, and route information from high-volume streams of spoken and written information. The workshops on Mathematical Foundations of Speech Processing and Natural Language Modeling were held in the Fall of 2000 at the University of Minnesota's NSF-sponsored Institute for Mathematics and Its Applications, as part of a "Mathematics in Multimedia" year-long program. Each workshop brought together researchers in the respective technologies on the one hand, and mathematicians and statisticians on the other hand, for an intensive week of cross-fertilization. There is a long history of benefit from introducing mathematical techniques and ideas to speech and language technologies. Examples include the source-channel paradigm, hidden Markov models, decision trees, exponential models and formal languages theory. It is likely that new mathematical techniques, or novel applications of existing techniques, will once again prove pivotal for moving the field forward. This volume consists of original contributions presented by participants during the two workshops. Topics include language modeling, prosody, acoustic-phonetic modeling, and statistical methodology.
Author | : Stephane Mallat |
Publisher | : Elsevier |
Total Pages | : 620 |
Release | : 1999-09-14 |
Genre | : Mathematics |
ISBN | : 9780080520834 |
Download A Wavelet Tour of Signal Processing Book in PDF, ePub and Kindle
This book is intended to serve as an invaluable reference for anyone concerned with the application of wavelets to signal processing. It has evolved from material used to teach "wavelet signal processing" courses in electrical engineering departments at Massachusetts Institute of Technology and Tel Aviv University, as well as applied mathematics departments at the Courant Institute of New York University and École Polytechnique in Paris. Provides a broad perspective on the principles and applications of transient signal processing with wavelets Emphasizes intuitive understanding, while providing the mathematical foundations and description of fast algorithms Numerous examples of real applications to noise removal, deconvolution, audio and image compression, singularity and edge detection, multifractal analysis, and time-varying frequency measurements Algorithms and numerical examples are implemented in Wavelab, which is a Matlab toolbox freely available over the Internet Content is accessible on several level of complexity, depending on the individual reader's needs New to the Second Edition Optical flow calculation and video compression algorithms Image models with bounded variation functions Bayes and Minimax theories for signal estimation 200 pages rewritten and most illustrations redrawn More problems and topics for a graduate course in wavelet signal processing, in engineering and applied mathematics
Author | : Leszek Plaskota |
Publisher | : Springer |
Total Pages | : 732 |
Release | : 2012-08-24 |
Genre | : Mathematics |
ISBN | : 9783642274411 |
Download Monte Carlo and Quasi-Monte Carlo Methods 2010 Book in PDF, ePub and Kindle
This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.
Author | : Arnaud Doucet |
Publisher | : Springer Science & Business Media |
Total Pages | : 590 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 1475734379 |
Download Sequential Monte Carlo Methods in Practice Book in PDF, ePub and Kindle
Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.