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Author : Seksan Kiatsupaibul
Publisher :
ISBN 13 :
Total Pages : 282 pages
Book Rating : 4.3/5 (91 download)
Download or read book Markov Chain Monte Carlo Methods for Global Optimization written by Seksan Kiatsupaibul and published by . This book was released on 2000 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Reuven Y. Rubinstein
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 314 pages
Book Rating : 4.3/5 (91 download)
Download or read book Simulation and the Monte Carlo Method written by Reuven Y. Rubinstein and published by Wiley-Interscience. This book was released on 1981-05-14 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.
Author : Faming Liang
Publisher : John Wiley & Sons
ISBN 13 : 1119956803
Total Pages : 308 pages
Book Rating : 4.1/5 (199 download)
Download or read book Advanced Markov Chain Monte Carlo Methods written by Faming Liang and published by John Wiley & Sons. This book was released on 2011-07-05 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Gerhard Winkler
Publisher : Springer
ISBN 13 : 9783642629112
Total Pages : 0 pages
Book Rating : 4.6/5 (291 download)
Download or read book Image Analysis, Random Fields and Markov Chain Monte Carlo Methods written by Gerhard Winkler and published by Springer. This book was released on 2012-09-22 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is concerned with a probabilistic approach for image analysis, mostly from the Bayesian point of view, and the important Markov chain Monte Carlo methods commonly used....This book will be useful, especially to researchers with a strong background in probability and an interest in image analysis. The author has presented the theory with rigor...he doesn’t neglect applications, providing numerous examples of applications to illustrate the theory." -- MATHEMATICAL REVIEWS
Author : Ronald W. Shonkwiler
Publisher : Springer Nature
ISBN 13 : 3031559649
Total Pages : 290 pages
Book Rating : 4.0/5 (315 download)
Download or read book Explorations in Monte Carlo Methods written by Ronald W. Shonkwiler and published by Springer Nature. This book was released on with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Raphael T. Haftka
Publisher : Springer Science & Business Media
ISBN 13 : 9401578621
Total Pages : 402 pages
Book Rating : 4.4/5 (15 download)
Download or read book Elements of Structural Optimization written by Raphael T. Haftka and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of structural optimization is still a relatively new field undergoing rapid changes in methods and focus. Until recently there was a severe imbalance between the enormous amount of literature on the subject, and the paucity of applications to practical design problems. This imbalance is being gradually redressed now. There is still no shortage of new publications, but there are also exciting applications of the methods of structural optimizations in the automotive, aerospace, civil engineering, machine design and other engineering fields. As a result of the growing pace of applications, research into structural optimization methods is increasingly driven by real-life problems. Most engineers who design structures employ complex general-purpose software packages for structural analysis. Often they do not have any access to the source the details of program, and even more frequently they have only scant knowledge of the structural analysis algorithms used in this software packages. Therefore the major challenge faced by researchers in structural optimization is to develop methods that are suitable for use with such software packages. Another major challenge is the high computational cost associated with the analysis of many complex real-life problems. In many cases the engineer who has the task of designing a structure cannot afford to analyze it more than a handful of times.
Author : Adrian Barbu
Publisher : Springer Nature
ISBN 13 : 9811329710
Total Pages : 433 pages
Book Rating : 4.8/5 (113 download)
Download or read book Monte Carlo Methods written by Adrian Barbu and published by Springer Nature. This book was released on 2020-02-24 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book seeks to bridge the gap between statistics and computer science. It provides an overview of Monte Carlo methods, including Sequential Monte Carlo, Markov Chain Monte Carlo, Metropolis-Hastings, Gibbs Sampler, Cluster Sampling, Data Driven MCMC, Stochastic Gradient descent, Langevin Monte Carlo, Hamiltonian Monte Carlo, and energy landscape mapping. Due to its comprehensive nature, the book is suitable for developing and teaching graduate courses on Monte Carlo methods. To facilitate learning, each chapter includes several representative application examples from various fields. The book pursues two main goals: (1) It introduces researchers to applying Monte Carlo methods to broader problems in areas such as Computer Vision, Computer Graphics, Machine Learning, Robotics, Artificial Intelligence, etc.; and (2) it makes it easier for scientists and engineers working in these areas to employ Monte Carlo methods to enhance their research.
Author : Saul I. Gass
Publisher : Springer Science & Business Media
ISBN 13 : 1461304598
Total Pages : 774 pages
Book Rating : 4.4/5 (613 download)
Download or read book Encyclopedia of Operations Research and Management Science written by Saul I. Gass and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 774 pages. Available in PDF, EPUB and Kindle. Book excerpt: Operations Research: 1934-1941," 35, 1, 143-152; "British The goal of the Encyclopedia of Operations Research and Operational Research in World War II," 35, 3, 453-470; Management Science is to provide to decision makers and "U. S. Operations Research in World War II," 35, 6, 910-925; problem solvers in business, industry, government and and the 1984 article by Harold Lardner that appeared in academia a comprehensive overview of the wide range of Operations Research: "The Origin of Operational Research," ideas, methodologies, and synergistic forces that combine to 32, 2, 465-475. form the preeminent decision-aiding fields of operations re search and management science (OR/MS). To this end, we The Encyclopedia contains no entries that define the fields enlisted a distinguished international group of academics of operations research and management science. OR and MS and practitioners to contribute articles on subjects for are often equated to one another. If one defines them by the which they are renowned. methodologies they employ, the equation would probably The editors, working with the Encyclopedia's Editorial stand inspection. If one defines them by their historical Advisory Board, surveyed and divided OR/MS into specific developments and the classes of problems they encompass, topics that collectively encompass the foundations, applica the equation becomes fuzzy. The formalism OR grew out of tions, and emerging elements of this ever-changing field. We the operational problems of the British and U. s. military also wanted to establish the close associations that OR/MS efforts in World War II.
Author : Basilis C. Gidas
Publisher :
ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.:/5 (353 download)
Download or read book Metropolis-type Monte Carlo Simulation Algorithms and Simulated Annealing written by Basilis C. Gidas and published by . This book was released on 1995 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gennadii A. Mikhailov
Publisher : Springer
ISBN 13 :
Total Pages : 248 pages
Book Rating : 4.:/5 (318 download)
Download or read book Optimization of Weighted Monte Carlo Methods written by Gennadii A. Mikhailov and published by Springer. This book was released on 1992-02-13 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is based on the munerical realization of natural or artificial models of the phenomena under considerations. In contrast to classical computing methods the Monte Carlo efficiency depends weakly on the dimen sion and geometric details of the problem. The method is used for solving complex problems of the radiation transfer theory, turbulent diffusion, chemi cal kinetics, theory of rarefied gases, diffraction of waves on random surfaces, etc. The Monte Carlo method is especially effective when using multi-processor computing systems which allow many independent statistical experiments to be simulated simultaneously. The weighted Monte Carlo estimates are constructed in order to diminish errors and to obtain dependent estimates for the calculated functionals for different values of parameters of the problem, i.e., to improve the functional dependence. In addition, the weighted estimates make it possible to evaluate special functionals, for example, the derivatives with respect to the parameters. There are many works concerned with the development of the weighted estimates. In Chap. 1 we give the necessary information about these works and present a set of illustrations. The rest of the book is devoted to the solution of a series of mathematical problems related to the optimization of the weighted Monte Carlo estimates.
Author : Christian Robert
Publisher : Springer Science & Business Media
ISBN 13 : 1441915753
Total Pages : 297 pages
Book Rating : 4.4/5 (419 download)
Download or read book Introducing Monte Carlo Methods with R written by Christian Robert and published by Springer Science & Business Media. This book was released on 2010 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Reuven Y. Rubinstein
Publisher : John Wiley & Sons
ISBN 13 : 1118612264
Total Pages : 212 pages
Book Rating : 4.1/5 (186 download)
Download or read book Fast Sequential Monte Carlo Methods for Counting and Optimization written by Reuven Y. Rubinstein and published by John Wiley & Sons. This book was released on 2013-12-04 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Counting and Optimization includes: Detailed algorithms needed to practice solving real-world problems Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error A new generic sequential importance sampling algorithm alongside extensive numerical results An appendix focused on review material to provide additional background information Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques. The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.
Author : Mrinal K. Sen
Publisher : Cambridge University Press
ISBN 13 : 1107011906
Total Pages : 303 pages
Book Rating : 4.1/5 (7 download)
Download or read book Global Optimization Methods in Geophysical Inversion written by Mrinal K. Sen and published by Cambridge University Press. This book was released on 2013-02-21 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date overview of global optimization methods used to formulate and interpret geophysical observations, for researchers, graduate students and professionals.
Author : Jun S. Liu
Publisher : Springer Science & Business Media
ISBN 13 : 0387763716
Total Pages : 350 pages
Book Rating : 4.3/5 (877 download)
Download or read book Monte Carlo Strategies in Scientific Computing written by Jun S. Liu and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Neal Noah Madras
Publisher : American Mathematical Soc.
ISBN 13 : 0821819925
Total Pages : 238 pages
Book Rating : 4.8/5 (218 download)
Download or read book Monte Carlo Methods written by Neal Noah Madras and published by American Mathematical Soc.. This book was released on 2000 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the Workshop on Monte Carlo Methods held at The Fields Institute for Research in Mathematical Sciences (Toronto, 1998). The workshop brought together researchers in physics, statistics, and probability. The papers in this volume - of the invited speakers and contributors to the poster session - represent the interdisciplinary emphasis of the conference. Monte Carlo methods have been used intensively in many branches of scientific inquiry. Markov chain methods have been at the forefront of much of this work, serving as the basis of many numerical studies in statistical physics and related areas since the Metropolis algorithm was introduced in 1953. Statisticians and theoretical computer scientists have used these methods in recent years, working on different fundamental research questions, yet using similar Monte Carlo methodology. This volume focuses on Monte Carlo methods that appear to have wide applicability and emphasizes new methods, practical applications and theoretical analysis. It will be of interest to researchers and graduate students who study and/or use Monte Carlo methods in areas of probability, statistics, theoretical physics, or computer science.
Author : Mark Johnson
Publisher : Springer Science & Business Media
ISBN 13 : 1441990178
Total Pages : 292 pages
Book Rating : 4.4/5 (419 download)
Download or read book Mathematical Foundations of Speech and Language Processing written by Mark Johnson and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Speech and language technologies continue to grow in importance as they are used to create natural and efficient interfaces between people and machines, and to automatically transcribe, extract, analyze, and route information from high-volume streams of spoken and written information. The workshops on Mathematical Foundations of Speech Processing and Natural Language Modeling were held in the Fall of 2000 at the University of Minnesota's NSF-sponsored Institute for Mathematics and Its Applications, as part of a "Mathematics in Multimedia" year-long program. Each workshop brought together researchers in the respective technologies on the one hand, and mathematicians and statisticians on the other hand, for an intensive week of cross-fertilization. There is a long history of benefit from introducing mathematical techniques and ideas to speech and language technologies. Examples include the source-channel paradigm, hidden Markov models, decision trees, exponential models and formal languages theory. It is likely that new mathematical techniques, or novel applications of existing techniques, will once again prove pivotal for moving the field forward. This volume consists of original contributions presented by participants during the two workshops. Topics include language modeling, prosody, acoustic-phonetic modeling, and statistical methodology.
Author : William L. Dunn
Publisher : Elsevier
ISBN 13 : 0128197455
Total Pages : 594 pages
Book Rating : 4.1/5 (281 download)
Download or read book Exploring Monte Carlo Methods written by William L. Dunn and published by Elsevier. This book was released on 2022-06-07 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning. - Provides a comprehensive yet concise treatment of Monte Carlo methods - Uses the famous "Buffon's needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods - Includes numerous exercises and useful appendices on: Certain mathematical functions, Bose Einstein functions, Fermi Dirac functions and Watson functions
