Approximating Integrals via Monte Carlo and Deterministic Methods: 20 - Rilegato

Evans, Michael; Swartz, Timothy

Rilegato

ISBN 10: 0198502788 ISBN 13: 9780198502784

Casa editrice: OUP Oxford, 2000

Riassunto

This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, and although the focus is on approximating higher- dimensional integrals the lower-dimensional case is also covered. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques as well as a complete development of Monte Carlo algorithms. For the Monte Carlo section importance sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these various techniques together for the first time, and hence provides an accessible textbook and reference for researchers in a wide variety of disciplines.

Su questo libro

L'autore

This book is designed to introduce graduate students and researchers to the primary methods used for approximating integrals. The emphasis is on those methods that have been found to be of practical use, and although the focus is on approximating higher-dimensional integrals, the lower-dimensional case is also covered.

Contenuti

• 1: Introduction
• 2: Some basic tools
• 3: Algorithms for sampling from distributions
• 4: Approximating integrals via asymptotics
• 5: Multiple quadrature
• 6: Importance sampling
• 7: Markov Chain methods

Su questa edizione

• Editore: OUP Oxford
• Data di pubblicazione: 2000
• ISBN 10: 0198502788
• ISBN 13: 9780198502784
• Rilegatura: Copertina rigida
• Numero di pagine: 298