Del 20 - Oxford Statistical Science Series
Approximating Integrals via Monte Carlo and Deterministic Methods
Inbunden, Engelska, 2000
Av Michael Evans, Timothy Swartz, University of Toronto) Evans, Michael (Professor of Statistics, Professor of Statistics, Simon Fraser University) Swartz, Timothy (Associate Professor of Statistics, Associate Professor of Statistics, Tim Swartz
2 429 kr
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Fri frakt för medlemmar vid köp för minst 249 kr.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.
Produktinformation
- Utgivningsdatum2000-03-23
- Mått161 x 241 x 21 mm
- Vikt559 g
- SpråkEngelska
- SerieOxford Statistical Science Series
- Antal sidor298
- FörlagOUP OXFORD
- EAN9780198502784