Markov Chain Monte Carlo in Practice, Gilks, W.R.

Автор: Hidemaro Suwa
Название: Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems
ISBN: 4431563679 ISBN-13(EAN): 9784431563679
Издательство: Springer
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Цена: 87060.00 T
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Описание: This book introduces a new Markov chain optimization method with braking the detailed balance. It develops a quantum Monte Carlo method for nonconserved particles and combines it with the excitation level analysis.

Автор: Gerhard Winkler
Название: Image Analysis, Random Fields and Markov Chain Monte Carlo Methods
ISBN: 3642629113 ISBN-13(EAN): 9783642629112
Издательство: Springer
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Цена: 93160.00 T
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Описание: "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.

Автор: Brooks, Steve
Название: Handbook of Markov Chain Monte Carlo
ISBN: 1420079417 ISBN-13(EAN): 9781420079418
Издательство: Taylor&Francis
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Цена: 132710.00 T
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Автор: Gamerman, Dani.
Название: Markov Chain Monte Carlo
ISBN: 1584885874 ISBN-13(EAN): 9781584885870
Издательство: Taylor&Francis
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Цена: 102080.00 T
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Описание: Incorporating changes in theory and highlighting various applications, this book presents a comprehensive introduction to the methods of Markov Chain Monte Carlo (MCMC) simulation technique. It incorporates the developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection.

Автор: Graham
Название: Markov Chains - Analytic and Monte Carlo Computations
ISBN: 1118517075 ISBN-13(EAN): 9781118517079
Издательство: Wiley
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Цена: 89710.00 T
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Описание: Markov Chains: Analytic and Monte Carlo Computations introduces the main notions related to Markov chains and provides explanations on how to characterize, simulate, and recognize them.

Автор: Brйmaud Pierre
Название: Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queues
ISBN: 3030459810 ISBN-13(EAN): 9783030459819
Издательство: Springer
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Цена: 55890.00 T
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Описание: Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.

Автор: Brйmaud Pierre
Название: Markov Chains: Gibbs Fields, Monte Carlo Simulation and Queues
ISBN: 3030459845 ISBN-13(EAN): 9783030459840
Издательство: Springer
Цена: 55890.00 T
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Описание: Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. Researchers and students in these areas as well as in physics, biology and the social sciences will find this book of interest.

Автор: Levin D.A., Peres Y., Wilmer E.L.
Название: Markov chain and mixing times
ISBN: 1470429624 ISBN-13(EAN): 9781470429621
Издательство: Mare Nostrum (Eurospan)
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Цена: 74410.00 T
Наличие на складе: Невозможна поставка.
Описание: This book is an introduction to the modern theory of Markov chains, whose goal is to determine the rate of convergence to the stationary distribution, as a function of state space size and geometry. This topic has important connections to combinatorics, statistical physics, and theoretical computer science. Many of the techniques presented originate in these disciplines.The central tools for estimating convergence times, including coupling, strong stationary times, and spectral methods, are developed. The authors discuss many examples, including card shuffling and the Ising model, from statistical mechanics, and present the connection of random walks to electrical networks and apply it to estimate hitting and cover times.The first edition has been used in courses in mathematics and computer science departments of numerous universities. The second edition features three new chapters (on monotone chains, the exclusion process, and stationary times) and also includes smaller additions and corrections throughout. Updated notes at the end of each chapter inform the reader of recent research developments.

Автор: J. Keilson
Название: Markov Chain Models — Rarity and Exponentiality
ISBN: 0387904050 ISBN-13(EAN): 9780387904054
Издательство: Springer
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Цена: 88500.00 T
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Описание: in failure time distributions for systems modeled by finite chains. This introductory chapter attempts to provide an over- view of the material and ideas covered. The presentation is loose and fragmentary, and should be read lightly initially. Subsequent perusal from time to time may help tie the mat- erial together and provide a unity less readily obtainable otherwise. The detailed presentation begins in Chapter 1, and some readers may prefer to begin there directly. O.l. Time-Reversibility and Spectral Representation. Continuous time chains may be discussed in terms of discrete time chains by a uniformizing procedure ( 2.l) that simplifies and unifies the theory and enables results for discrete and continuous time to be discussed simultaneously. Thus if N(t) is any finite Markov chain in continuous time governed by transition rates vmn one may write for pet) = Pmn(t)] - P N(t) = n I N(O) = m] pet) = exp -vt(I - a )] (0.1.1) v where v > Max r v ' and mn m n law 1 - v-I * Hence N(t) where is governed r vmn Nk = NK(t) n K(t) is a Poisson process of rate v indep- by a ' and v dent of N - k Time-reversibility ( 1.3, 2.4, 2.S) is important for many reasons. A) The only broad class of tractable chains suitable for stochastic models is the time-reversible class.

Автор: Banisch Sven
Название: Markov Chain Aggregation for Agent-Based Models
ISBN: 3319796917 ISBN-13(EAN): 9783319796918
Издательство: Springer
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Цена: 69870.00 T
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Описание: This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible.

Автор: Rubinstein Reuven Y.
Название: Simulation and the Monte Carlo Method
ISBN: 1118632168 ISBN-13(EAN): 9781118632161
Издательство: Wiley
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Цена: 116110.00 T
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Описание: Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago.

Название: Stochastic Simulation and Monte Carlo Methods
ISBN: 3642393624 ISBN-13(EAN): 9783642393624
Издательство: Springer
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Цена: 55890.00 T
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Описание: The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes.