Markov Chain Monte Carlo Simulations And Their Statistical Analysis

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Markov Chain Monte Carlo Simulations And Their Statistical Analysis

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Author : Bernd A. Berg
language : en
Publisher: World Scientific
Release Date : 2004

Markov Chain Monte Carlo Simulations And Their Statistical Analysis written by Bernd A. Berg and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Science categories.

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.

Markov Chain Monte Carlo Simulations And Their Statistical Analysis With Web Based Fortran Code

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Author : Bernd Albert Berg
language : en
Publisher: World Scientific Publishing Company
Release Date : 2004-10-01

Markov Chain Monte Carlo Simulations And Their Statistical Analysis With Web Based Fortran Code written by Bernd Albert Berg and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-10-01 with Science categories.

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.

Handbook Of Markov Chain Monte Carlo

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Author : Steve Brooks
language : en
Publisher: CRC Press
Release Date : 2011-05-10

Handbook Of Markov Chain Monte Carlo written by Steve Brooks and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-10 with Mathematics categories.

Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisherie

Monte Carlo Simulation Based Statistical Modeling

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Author : Ding-Geng (Din) Chen
language : en
Publisher: Springer
Release Date : 2017-02-01

Monte Carlo Simulation Based Statistical Modeling written by Ding-Geng (Din) Chen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-01 with Medical categories.

This book brings together expert researchers engaged in Monte-Carlo simulation-based statistical modeling, offering them a forum to present and discuss recent issues in methodological development as well as public health applications. It is divided into three parts, with the first providing an overview of Monte-Carlo techniques, the second focusing on missing data Monte-Carlo methods, and the third addressing Bayesian and general statistical modeling using Monte-Carlo simulations. The data and computer programs used here will also be made publicly available, allowing readers to replicate the model development and data analysis presented in each chapter, and to readily apply them in their own research. Featuring highly topical content, the book has the potential to impact model development and data analyses across a wide spectrum of fields, and to spark further research in this direction.

Markov Chain Monte Carlo Innovations And Applications

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Author : Wilfrid S Kendall
language : en
Publisher: World Scientific
Release Date : 2005-11-08

Markov Chain Monte Carlo Innovations And Applications written by Wilfrid S Kendall and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-11-08 with Mathematics categories.

Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.

Monte Carlo Statistical Methods

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Author : Christian Robert
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14

Monte Carlo Statistical Methods written by Christian Robert and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.

Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage of random variable generation has been totally revised, with many concepts being unified through a fundamental theorem of simulation There are five completely new chapters that cover Monte Carlo control, reversible jump, slice sampling, sequential Monte Carlo, and perfect sampling. There is a more in-depth coverage of Gibbs sampling, which is now contained in three consecutive chapters. The development of Gibbs sampling starts with slice sampling and its connection with the fundamental theorem of simulation, and builds up to two-stage Gibbs sampling and its theoretical properties. A third chapter covers the multi-stage Gibbs sampler and its variety of applications. Lastly, chapters from the previous edition have been revised towards easier access, with the examples getting more detailed coverage. This textbook is intended for a second year graduate course, but will also be useful to someone who either wants to apply simulation techniques for the resolution of practical problems or wishes to grasp the fundamental principles behind those methods. The authors do not assume familiarity with Monte Carlo techniques (such as random variable generation), with computer programming, or with any Markov chain theory (the necessary concepts are developed in Chapter 6). A solutions manual, which covers approximately 40% of the problems, is available for instructors who require the book for a course. Christian P. Robert is Professor of Statistics in the Applied Mathematics Department at Université Paris Dauphine, France. He is also Head of the Statistics Laboratoryat the Center for Research in Economics and Statistics (CREST) of the National Institute for Statistics and Economic Studies (INSEE) in Paris, and Adjunct Professor at Ecole Polytechnique. He has written three other books and won the 2004 DeGroot Prize for The Bayesian Choice, Second Edition, Springer 2001. He also edited Discretization and MCMC Convergence Assessment, Springer 1998. He has served as associate editor for the Annals of Statistics, Statistical Science and the Journal of the American Statistical Association. He is a fellow of the Institute of Mathematical Statistics, and a winner of the Young Statistician Award of the Société de Statistique de Paris in 1995. George Casella is Distinguished Professor and Chair, Department of Statistics, University of Florida. He has served as the Theory and Methods Editor of the Journal of the American Statistical Association and Executive Editor of Statistical Science. He has authored three other textbooks: Statistical Inference, Second Edition, 2001, with Roger L. Berger; Theory of Point Estimation, 1998, with Erich Lehmann; and Variance Components, 1992, with Shayle R. Searle and Charles E. McCulloch. He is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and an elected fellow of the International Statistical Institute.

Introducing Monte Carlo Methods With R

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Author : Christian Robert
language : en
Publisher: Springer Science & Business Media
Release Date : 2010

Introducing Monte Carlo Methods With R written by Christian Robert and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Computers categories.

This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.

Uncertainty Quantification In Multiscale Materials Modeling

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Author : Yan Wang
language : en
Publisher: Woodhead Publishing
Release Date : 2020-03-12

Uncertainty Quantification In Multiscale Materials Modeling written by Yan Wang and has been published by Woodhead Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-12 with Technology & Engineering categories.

Uncertainty Quantification in Multiscale Materials Modeling provides a complete overview of uncertainty quantification (UQ) in computational materials science. It provides practical tools and methods along with examples of their application to problems in materials modeling. UQ methods are applied to various multiscale models ranging from the nanoscale to macroscale. This book presents a thorough synthesis of the state-of-the-art in UQ methods for materials modeling, including Bayesian inference, surrogate modeling, random fields, interval analysis, and sensitivity analysis, providing insight into the unique characteristics of models framed at each scale, as well as common issues in modeling across scales.

International Joint Conference Cisis 12 Iceute 12 Soco 12 Special Sessions

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Author : Álvaro Herrero
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-23

International Joint Conference Cisis 12 Iceute 12 Soco 12 Special Sessions written by Álvaro Herrero and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-23 with Technology & Engineering categories.

This volume of Advances in Intelligent and Soft Computing contains accepted papers presented at CISIS 2012 and ICEUTE 2012, both conferences held in the beautiful and historic city of Ostrava (Czech Republic), in September 2012. CISIS aims to offer a meeting opportunity for academic and industry-related researchers belonging to the various, vast communities of Computational Intelligence, Information Security, and Data Mining. The need for intelligent, flexible behaviour by large, complex systems, especially in mission-critical domains, is intended to be the catalyst and the aggregation stimulus for the overall event. After a through peer-review process, the CISIS 2012 International Program Committee selected 30 papers which are published in these conference proceedings achieving an acceptance rate of 40%. In the case of ICEUTE 2012, the International Program Committee selected 4 papers which are published in these conference proceedings. The selection of papers was extremely rigorous in order to maintain the high quality of the conference and we would like to thank the members of the Program Committees for their hard work in the reviewing process. This is a crucial process to the creation of a high standard conference and the CISIS and ICEUTE conferences would not exist without their help.

Mathematical Tools For Physicists

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Author : Michael Grinfeld
language : en
Publisher: John Wiley & Sons
Release Date : 2015-01-12

Mathematical Tools For Physicists written by Michael Grinfeld and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-12 with Science categories.

The new edition is significantly updated and expanded. This unique collection of review articles, ranging from fundamental concepts up to latest applications, contains individual contributions written by renowned experts in the relevant fields. Much attention is paid to ensuring fast access to the information, with each carefully reviewed article featuring cross-referencing, references to the most relevant publications in the field, and suggestions for further reading, both introductory as well as more specialized. While the chapters on group theory, integral transforms, Monte Carlo methods, numerical analysis, perturbation theory, and special functions are thoroughly rewritten, completely new content includes sections on commutative algebra, computational algebraic topology, differential geometry, dynamical systems, functional analysis, graph and network theory, PDEs of mathematical physics, probability theory, stochastic differential equations, and variational methods.