Monte Carlo Methods

Monte Carlo Methods
Author: Adrian Barbu
Publisher: Springer Nature
Total Pages: 433
Release: 2020-02-24
Genre: Mathematics
ISBN: 9811329710


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This book seeks to bridge the gap between statistics and computer science. It provides an overview of Monte Carlo methods, including Sequential Monte Carlo, Markov Chain Monte Carlo, Metropolis-Hastings, Gibbs Sampler, Cluster Sampling, Data Driven MCMC, Stochastic Gradient descent, Langevin Monte Carlo, Hamiltonian Monte Carlo, and energy landscape mapping. Due to its comprehensive nature, the book is suitable for developing and teaching graduate courses on Monte Carlo methods. To facilitate learning, each chapter includes several representative application examples from various fields. The book pursues two main goals: (1) It introduces researchers to applying Monte Carlo methods to broader problems in areas such as Computer Vision, Computer Graphics, Machine Learning, Robotics, Artificial Intelligence, etc.; and (2) it makes it easier for scientists and engineers working in these areas to employ Monte Carlo methods to enhance their research.


Monte Carlo Methods
Language: en
Pages: 433
Authors: Adrian Barbu
Categories: Mathematics
Type: BOOK - Published: 2020-02-24 - Publisher: Springer Nature

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This book seeks to bridge the gap between statistics and computer science. It provides an overview of Monte Carlo methods, including Sequential Monte Carlo, Mar
Monte Carlo Simulation and Resampling Methods for Social Science
Language: en
Pages: 304
Authors: Thomas M. Carsey
Categories: Social Science
Type: BOOK - Published: 2013-08-05 - Publisher: SAGE Publications

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Taking the topics of a quantitative methodology course and illustrating them through Monte Carlo simulation, this book examines abstract principles, such as bia
Essentials of Monte Carlo Simulation
Language: en
Pages: 184
Authors: Nick T. Thomopoulos
Categories: Mathematics
Type: BOOK - Published: 2012-12-19 - Publisher: Springer Science & Business Media

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Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in th
Monte Carlo Methods in Financial Engineering
Language: en
Pages: 603
Authors: Paul Glasserman
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to
Monte Carlo Methods
Language: en
Pages: 195
Authors: Malvin H. Kalos
Categories: Science
Type: BOOK - Published: 2008-09-26 - Publisher: John Wiley & Sons

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This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic th