Mean Field Simulation for Monte Carlo Integration
af Pierre (School of Mathematics and Statistics University of New South Wales, m.fl.
Bog, Paperback, Engelsk, 2016
This book presents the first comprehensive and modern mathematical treatment of these mean field particle models, including refined convergence analysis on nonlinear Markov chain models. It also covers applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy... (Læs mere)
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Bogdetaljer
- SprogEngelsk
- IndbindingPaperback
- ISBN9781138198739
- Udgivet26/10/2016
- Udgivet afTaylor & Francis Ltd
- Længde626 sider
- ForfatterePierre (School of Mathematics and Statistics University of New South Wales, Sydney Australia, INRIA Bordeaux-Sud Ouest Research Center Del Moral
- GenreBusiness og læring