Monte Carlo Strategies In Scientific Computing

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Monte Carlo Strategies in Scientific Computing

Jun S. Liu
Monte Carlo Strategies in Scientific Computing Book PDF

Author : Jun S. Liu
Publisher : Springer Science & Business Media
Page : 350 pages
File Size : 55,8 Mb
Release : 2013-11-11
Category : Mathematics
ISBN : 9780387763712

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Monte Carlo Strategies in Scientific Computing by Jun S. Liu Pdf

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.

Introducing Monte Carlo Methods with R

Christian Robert,George Casella
Introducing Monte Carlo Methods with R Book PDF

Author : Christian Robert,George Casella
Publisher : Springer Science & Business Media
Page : 297 pages
File Size : 51,7 Mb
Release : 2010
Category : Computers
ISBN : 9781441915757

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Introducing Monte Carlo Methods with R by Christian Robert,George Casella Pdf

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.

Monte Carlo and Quasi-Monte Carlo Methods 2006

Alexander Keller,Stefan Heinrich,Harald Niederreiter
Monte Carlo and Quasi Monte Carlo Methods 2006 Book PDF

Author : Alexander Keller,Stefan Heinrich,Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 684 pages
File Size : 44,5 Mb
Release : 2007-12-30
Category : Mathematics
ISBN : 9783540744962

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Monte Carlo and Quasi-Monte Carlo Methods 2006 by Alexander Keller,Stefan Heinrich,Harald Niederreiter Pdf

This book presents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm, Germany, in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications. They also provide information on current research in these very active areas.

Advanced Markov Chain Monte Carlo Methods

Faming Liang,Chuanhai Liu,Raymond Carroll
Advanced Markov Chain Monte Carlo Methods Book PDF

Author : Faming Liang,Chuanhai Liu,Raymond Carroll
Publisher : John Wiley & Sons
Page : 308 pages
File Size : 45,9 Mb
Release : 2011-07-05
Category : Mathematics
ISBN : 9781119956808

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Advanced Markov Chain Monte Carlo Methods by Faming Liang,Chuanhai Liu,Raymond Carroll Pdf

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.

Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

Harald Niederreiter,Peter J. Shiue
Monte Carlo and Quasi Monte Carlo Methods in Scientific Computing Book PDF

Author : Harald Niederreiter,Peter J. Shiue
Publisher : Springer Science & Business Media
Page : 391 pages
File Size : 44,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461225522

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Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing by Harald Niederreiter,Peter J. Shiue Pdf

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.

Monte Carlo and Quasi-Monte Carlo Methods 2010

Leszek Plaskota,Henryk Woźniakowski
Monte Carlo and Quasi Monte Carlo Methods 2010 Book PDF

Author : Leszek Plaskota,Henryk Woźniakowski
Publisher : Springer
Page : 732 pages
File Size : 40,8 Mb
Release : 2012-08-24
Category : Mathematics
ISBN : 3642274412

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Monte Carlo and Quasi-Monte Carlo Methods 2010 by Leszek Plaskota,Henryk Woźniakowski Pdf

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.

Monte Carlo and Quasi-Monte Carlo Methods

Art B. Owen,Peter W. Glynn
Monte Carlo and Quasi Monte Carlo Methods Book PDF

Author : Art B. Owen,Peter W. Glynn
Publisher : Springer
Page : 479 pages
File Size : 44,9 Mb
Release : 2018-07-03
Category : Computers
ISBN : 9783319914367

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Monte Carlo and Quasi-Monte Carlo Methods by Art B. Owen,Peter W. Glynn Pdf

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.

Monte Carlo and Quasi-Monte Carlo Methods 2008

Pierre L' Ecuyer,Art B. Owen
Monte Carlo and Quasi Monte Carlo Methods 2008 Book PDF

Author : Pierre L' Ecuyer,Art B. Owen
Publisher : Springer Science & Business Media
Page : 669 pages
File Size : 47,9 Mb
Release : 2010-01-14
Category : Mathematics
ISBN : 9783642041075

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Monte Carlo and Quasi-Monte Carlo Methods 2008 by Pierre L' Ecuyer,Art B. Owen Pdf

This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.

Monte Carlo and Quasi-Monte Carlo Methods 2000

Kai-Tai Fang,Fred J. Hickernell,Harald Niederreiter
Monte Carlo and Quasi Monte Carlo Methods 2000 Book PDF

Author : Kai-Tai Fang,Fred J. Hickernell,Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 570 pages
File Size : 49,6 Mb
Release : 2011-06-28
Category : Mathematics
ISBN : 9783642560460

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Monte Carlo and Quasi-Monte Carlo Methods 2000 by Kai-Tai Fang,Fred J. Hickernell,Harald Niederreiter Pdf

This book represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Hong Kong Baptist University in 2000. An important feature are invited surveys of the state-of-the-art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active field.

Monte Carlo and Quasi-Monte Carlo Methods 2002

Harald Niederreiter
Monte Carlo and Quasi Monte Carlo Methods 2002 Book PDF

Author : Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 462 pages
File Size : 46,9 Mb
Release : 2011-06-28
Category : Mathematics
ISBN : 9783642187438

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Monte Carlo and Quasi-Monte Carlo Methods 2002 by Harald Niederreiter Pdf

This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.

Monte Carlo and Quasi-Monte Carlo Methods

Bruno Tuffin,Pierre L'Ecuyer
Monte Carlo and Quasi Monte Carlo Methods Book PDF

Author : Bruno Tuffin,Pierre L'Ecuyer
Publisher : Springer Nature
Page : 533 pages
File Size : 48,9 Mb
Release : 2020-05-01
Category : Computers
ISBN : 9783030434656

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Monte Carlo and Quasi-Monte Carlo Methods by Bruno Tuffin,Pierre L'Ecuyer Pdf

​This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. 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 and computer graphics.

Scientific Computing with Case Studies

Dianne P. O'Leary
Scientific Computing with Case Studies Book PDF

Author : Dianne P. O'Leary
Publisher : SIAM
Page : 376 pages
File Size : 48,8 Mb
Release : 2009-03-19
Category : Mathematics
ISBN : 9780898716665

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Scientific Computing with Case Studies by Dianne P. O'Leary Pdf

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.

Parallel Computing

Roman Trobec,Marián Vajteršic,Peter Zinterhof
Parallel Computing Book PDF

Author : Roman Trobec,Marián Vajteršic,Peter Zinterhof
Publisher : Springer Science & Business Media
Page : 531 pages
File Size : 40,7 Mb
Release : 2009-06-18
Category : Computers
ISBN : 9781848824096

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Parallel Computing by Roman Trobec,Marián Vajteršic,Peter Zinterhof Pdf

The use of parallel programming and architectures is essential for simulating and solving problems in modern computational practice. There has been rapid progress in microprocessor architecture, interconnection technology and software devel- ment, which are in?uencing directly the rapid growth of parallel and distributed computing. However, in order to make these bene?ts usable in practice, this dev- opment must be accompanied by progress in the design, analysis and application aspects of parallel algorithms. In particular, new approaches from parallel num- ics are important for solving complex computational problems on parallel and/or distributed systems. The contributions to this book are focused on topics most concerned in the trends of today’s parallel computing. These range from parallel algorithmics, progr- ming, tools, network computing to future parallel computing. Particular attention is paid to parallel numerics: linear algebra, differential equations, numerical integ- tion, number theory and their applications in computer simulations, which together form the kernel of the monograph. We expect that the book will be of interest to scientists working on parallel computing, doctoral students, teachers, engineers and mathematicians dealing with numerical applications and computer simulations of natural phenomena.

Sequential Monte Carlo Methods in Practice

Arnaud Doucet,Nando de Freitas,Neil Gordon
Sequential Monte Carlo Methods in Practice Book PDF

Author : Arnaud Doucet,Nando de Freitas,Neil Gordon
Publisher : Springer Science & Business Media
Page : 590 pages
File Size : 49,5 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9781475734379

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Sequential Monte Carlo Methods in Practice by Arnaud Doucet,Nando de Freitas,Neil Gordon Pdf

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.

Monte Carlo and Quasi-Monte Carlo Methods

Ronald Cools,Dirk Nuyens
Monte Carlo and Quasi Monte Carlo Methods Book PDF

Author : Ronald Cools,Dirk Nuyens
Publisher : Springer
Page : 624 pages
File Size : 47,9 Mb
Release : 2016-06-13
Category : Mathematics
ISBN : 9783319335070

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Monte Carlo and Quasi-Monte Carlo Methods by Ronald Cools,Dirk Nuyens Pdf

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. 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 and computer graphics.