Titre : | Mean field simulation for Monte Carlo integration |
Auteurs : | P. Del Moral |
Type de document : | ouvrage |
Editeur : | Boca Raton (Floride), USA : CRC Press, 2013 |
Collection : | Monographs on statistics and applied probability 126 |
ISBN/ISSN/EAN : | 978-1-4665-0405-9 |
Format : | 578 |
Langues: | = Anglais |
Catégories : | |
Mots-clés: | SIMULATION ; METHODOLOGIE ; METHODE DE MONTE-CARLO ; ALGORITHME |
Résumé : | This book shows how mean field particle simulation has revolutionized the field of Monte Carlo integration and stochastic algorithms. It presents the first comprehensive and modern mathematical treatment of mean field particle simulation models and interdisciplinary research topics, including interacting jumps and McKean-Vlasov processes, sequential Monte Carlo methodologies, genetic particle algorithms, genealogical tree-based algorithms, and quantum and diffusion Monte Carlo methods. |
Exemplaires (1)
Centre | Localisation | Section | Cote | Statut | Disponibilité | Département |
---|---|---|---|---|---|---|
Bordeaux-Aquitaine | Gazinet | Ouvrages | DOC STAT 157 | Empruntable | Disponible pour le prêt |