Automatic Nonuniform Random Variate Generation

Author: Wolfgang Hörmann
Editor: Springer Science & Business Media
ISBN: 3662059460
File Size: 47,37 MB
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The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Being unique in its overall organization, the book covers not only the mathematical and statistical theory but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.

Amstat News

Author: American Statistical Association
Editor:
ISBN:
File Size: 34,51 MB
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Proceedings Of Compstat 2010

Author: Yves Lechevallier
Editor: Springer Science & Business Media
ISBN: 3790826049
File Size: 17,37 MB
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Proceedings of the 19th international symposium on computational statistics, held in Paris august 22-27, 2010.Together with 3 keynote talks, there were 14 invited sessions and more than 100 peer-reviewed contributed communications.

Algorithms And Computation

Author: Leizhen Cai
Editor: Springer
ISBN: 364245030X
File Size: 36,57 MB
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This book constitutes the refereed proceedings of the 24th International Symposium on Algorithms and Computation, ISAAC 2013, held in Hong Kong, China in December 2013. The 67 revised full papers presented together with 2 invited talks were carefully reviewed and selected from 177 submissions for inclusion in the book. The focus of the volume in on the following topics: computation geometry, pattern matching, computational complexity, internet and social network algorithms, graph theory and algorithms, scheduling algorithms, fixed-parameter tractable algorithms, algorithms and data structures, algorithmic game theory, approximation algorithms and network algorithms.

Independent Random Sampling Methods

Author: Luca Martino
Editor: Springer
ISBN: 331972634X
File Size: 61,85 MB
Format: PDF
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This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.

Journal Of The American Statistical Association

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ISBN:
File Size: 41,64 MB
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Technometrics

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ISBN:
File Size: 31,35 MB
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A First Course In Monte Carlo

Author: George S. Fishman
Editor: Duxbury Press
ISBN:
File Size: 77,27 MB
Format: PDF, Mobi
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A COURSE IN MONTE CARLO is a concise explanation of the Monte Carlo (MC) method. In addition to providing guidance for generating samples from diverse distributions, it describes how to design, perform and analyze the results of MC experiments based on independent replications, Markov chain MC, and MC optimization. The text gives considerable emphasis to the variance-reducing techniques of importance sampling, stratified sampling, Rao-Blackwellization, control variates, antithetic variates, and quasi-random numbers. For solving optimization problems it describes several MC techniques, including simulated annealing, simulated tempering, swapping, stochastic tunneling, and genetic algorithms. Examples from many areas show how these techniques perform in practice. Hands-on exercises enable student to experience challenges encountered when solving real problems. An answer key is included.

Mathematical Reviews

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File Size: 17,24 MB
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Acm Transactions On Modeling And Computer Simulation

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File Size: 34,56 MB
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American Book Publishing Record

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ISBN:
File Size: 18,27 MB
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Current Index To Statistics Applications Methods And Theory

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ISBN:
File Size: 71,10 MB
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The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

The Fundamental Role Of Teletraffic In The Evolution Of Telecommunications Networks

Author: Jacques Labetoulle
Editor:
ISBN: 9780444820310
File Size: 43,41 MB
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Handbook Of Monte Carlo Methods

Author: Dirk P. Kroese
Editor: John Wiley & Sons
ISBN:
File Size: 63,86 MB
Format: PDF
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"The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a minimum, this without sacrificing rigor. The book is intended to be used as an essential guide to Monte Carlo methods to quickly look up ideas, procedures, formulas, pictures, etc., rather than purely a monograph for researchers or a textbook for students. As the popularity of these methods continues to grow, and new methods are developed in rapid succession, the staggering number of related techniques, ideas, concepts and algorithms makes it difficult to maintain an overall picture of the Monte Carlo approach. This book attempts to encapsulate the emerging dynamics of this field of study"--

Computer Sciences Technical Report

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ISBN:
File Size: 76,27 MB
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1995 Winter Simulation Conference Proceedings

Author: Christos Alexopoulos
Editor: Society for Computer Simulation International
ISBN: 9780780330184
File Size: 42,34 MB
Format: PDF, Kindle
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