TY  - BOOK
AU  - Del Moral,Pierre
TI  - Mean field simulation for Monte Carlo integration
T2  - Monographs on statistics and applied probability
SN  - 9781466504059 (hardcover : acidfree paper)
U1  - 519.282 23
PY  - 2013///
CY  - Boca Raton
PB  - CRC Press
KW  - Monte Carlo method
KW  - Mean field theory
N1  - "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
ER  -