Mean Field Simulation for Monte Carlo Integration

ISBN-13: 9781138198739 / Angielski / Miękka / 2016 / 626 str.

Pierre del Moral

Opis

"A CRC title, part of the Taylor & Francis imprint, a member of the Taylor & Francis Group, the academic division of T&F Informa plc."

Recenzje

"…I found this to be an enjoyable read. Many illustrative examples reveal intriguing paradoxes in statistical theories, some of them are well-known and complemented with a broad informative discussion and others are less obvious."
—Journal of the American Statistical Association

Spis treści

Monte Carlo and Mean Field Models. Theory and Applications. Feynman-Kac Models: Discrete Time Feynman-Kac Models. Four Equivalent Particle Interpretations. Continuous Time Feynman-Kac Models. Nonlinear Evolutions of Intensity Measures. Application Domains: Particle Absorption Models. Signal Processing and Control Systems. Theoretical Aspects: Mean Field Feynman-Kac Models. A General Class of Mean Field Models. Empirical Processes. Feynman-Kac Semigroups. Intensity Measure Semigroups. Particle Density Profiles. Genealogical Tree Models. Particle Normalizing Constants. Backward Particle Markov Models. Bibliography. Index.

O autorze

Pierre Del Moral is a professor in the School of Mathematics and Statistics at the University of New South Wales in Sydney, Australia.