Mean field simulation for Monte Carlo integration / Pierre Del Moral.
Material type:
TextSeries: Monographs on statistics and applied probability ; 126Publication details: Boca Raton : CRC Press, c2013.Description: xlvii, 578 p. ; 25 cmISBN: - 9781466504059 (hardcover : acidfree paper)
- 519.282 23 D331
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.282 D331 (Browse shelf(Opens below)) | Available | 135271 |
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| 519.282 C748 Random walks and discrete potential theory | 519.282 C748 Monto Carlo and Quasi-Monte Carlo Methods in Scientific Computing | 519.282 C748 Monto Carlo and Quasi-Monte Carlo Methods in Scientific Computing | 519.282 D331 Mean field simulation for Monte Carlo integration / | 519.282 D728 Sequential Monte Carlo methods in practice | 519.282 D776 Introduction to random interlacements / | 519.282 D858 Monte Carlo frameworks |
"A CRC title, part of the Taylor & Francis imprint, a member of the Taylor & Francis Group, the academic division of T&F Informa plc."
Includes bibliographical references (pages 531-273) and index.
Monte Carlo & mean field models -- Theory & applications -- I. Feynman-Kac models -- Feynman-Kac models -- Four equivalent particle interpretations -- Continuous time Feynman-Kac models -- Nonlinear evolutions of intensity measures -- II. Application domains -- Particle absorption models -- Signal processing and control systems -- III. Theoretical aspects -- Mean field Feynman-Kac models -- A general class of mean field models -- Empirical processes -- Feynman-Kac semigroups -- Intensity measure semigroups -- Particle density profiles -- Genealogical tree models -- Particle normalizing constants -- Backward particle Markov models.
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