On The Concentration Properties Of Interacting Particle Processes
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On The Concentration Properties Of Interacting Particle Processes
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Author : Pierre Del Moral
language : en
Publisher:
Release Date : 2012
On The Concentration Properties Of Interacting Particle Processes written by Pierre Del Moral and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with MATHEMATICS categories.
This book presents some new concentration inequalities for Feynman-Kac particle processes. It analyzes different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution models, particle free energies, as well as backward Markov chain particle models. It illustrates these results with a series of topics related to computational physics and biology, stochastic optimization, signal processing and Bayesian statistics, and many other probabilistic machine learning algorithms. Special emphasis is given to the stochastic modeling, and to the quantitative performance analysis of a series of advanced Monte Carlo methods; including particle filters, genetic type island models, Markov bridge models, and interacting particle Markov chain Monte Carlo methodologies.
Inference And Learning From Data Volume 2
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Author : Ali H. Sayed
language : en
Publisher: Cambridge University Press
Release Date : 2022-12-22
Inference And Learning From Data Volume 2 written by Ali H. Sayed and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-22 with Technology & Engineering categories.
This extraordinary three-volume work, written in an engaging and rigorous style by a world authority in the field, provides an accessible, comprehensive introduction to the full spectrum of mathematical and statistical techniques underpinning contemporary methods in data-driven learning and inference. This second volume, Inference, builds on the foundational topics established in volume I to introduce students to techniques for inferring unknown variables and quantities, including Bayesian inference, Monte Carlo Markov Chain methods, maximum-likelihood estimation, hidden Markov models, Bayesian networks, and reinforcement learning. A consistent structure and pedagogy is employed throughout this volume to reinforce student understanding, with over 350 end-of-chapter problems (including solutions for instructors), 180 solved examples, almost 200 figures, datasets and downloadable Matlab code. Supported by sister volumes Foundations and Learning, and unique in its scale and depth, this textbook sequence is ideal for early-career researchers and graduate students across many courses in signal processing, machine learning, statistical analysis, data science and inference.
Numerical Methods In Finance
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Author : René Carmona
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-03-23
Numerical Methods In Finance written by René Carmona 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 2012-03-23 with Mathematics categories.
Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications.
Monte Carlo And Quasi Monte Carlo Methods 2012
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Author : Josef Dick
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-05
Monte Carlo And Quasi Monte Carlo Methods 2012 written by Josef Dick 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 2013-12-05 with Mathematics categories.
This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.
Mean Field Simulation For Monte Carlo Integration
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Author : Pierre Del Moral
language : en
Publisher: CRC Press
Release Date : 2013-05-20
Mean Field Simulation For Monte Carlo Integration written by Pierre Del Moral and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-05-20 with Mathematics categories.
In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Markov chain Monte Carlo models; bootstrapping methods; ensemble Kalman filters; and interacting particle filters. Mean Field Simulation for Monte Carlo Integration 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. Along with covering refined convergence analysis on nonlinear Markov chain models, the author discusses applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology. This book shows how mean field particle simulation has revolutionized the field of Monte Carlo integration and stochastic algorithms. It will help theoretical probability researchers, applied statisticians, biologists, statistical physicists, and computer scientists work better across their own disciplinary boundaries.
Evolve A Bridge Between Probability Set Oriented Numerics And Evolutionary Computation
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Author : Emilia Tantar
language : en
Publisher: Springer
Release Date : 2012-09-14
Evolve A Bridge Between Probability Set Oriented Numerics And Evolutionary Computation written by Emilia Tantar and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-14 with Computers categories.
The aim of this book is to provide a strong theoretical support for understanding and analyzing the behavior of evolutionary algorithms, as well as for creating a bridge between probability, set-oriented numerics and evolutionary computation. The volume encloses a collection of contributions that were presented at the EVOLVE 2011 international workshop, held in Luxembourg, May 25-27, 2011, coming from invited speakers and also from selected regular submissions. The aim of EVOLVE is to unify the perspectives offered by probability, set oriented numerics and evolutionary computation. EVOLVE focuses on challenging aspects that arise at the passage from theory to new paradigms and practice, elaborating on the foundations of evolutionary algorithms and theory-inspired methods merged with cutting-edge techniques that ensure performance guarantee factors. EVOLVE is also intended to foster a growing interest for robust and efficient methods with a sound theoretical background. The chapters enclose challenging theoretical findings, concrete optimization problems as well as new perspectives. By gathering contributions from researchers with different backgrounds, the book is expected to set the basis for a unified view and vocabulary where theoretical advancements may echo in different domains.
Nonlinear Time Series
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Author : Randal Douc
language : en
Publisher: CRC Press
Release Date : 2014-01-06
Nonlinear Time Series written by Randal Douc and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-06 with Mathematics categories.
This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementary approaches. They discuss the main limit theorems for Markov chains, useful inequalities, statistical techniques to infer model parameters, and GLMs. Moving on to HMM models, the book examines filtering and smoothing, parametric and nonparametric inference, advanced particle filtering, and numerical methods for inference.
Drilling Fluids Processing Handbook
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Author : ASME Shale Shaker ASME Shale Shaker Committee
language : en
Publisher: Elsevier
Release Date : 2011-03-15
Drilling Fluids Processing Handbook written by ASME Shale Shaker ASME Shale Shaker Committee and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-15 with Technology & Engineering categories.
Written by the Shale Shaker Committee of the American Society of Mechanical Engineers, originally of the American Association of Drilling Engineers, the authors of this book are some of the most well-respected names in the world for drilling. The first edition, Shale Shakers and Drilling Fluid Systems, was only on shale shakers, a very important piece of machinery on a drilling rig that removes drill cuttings. The original book has been much expanded to include many other aspects of drilling solids control, including chapters on drilling fluids, cut-point curves, mud cleaners, and many other pieces of equipment that were not covered in the original book. - Written by a team of more than 20 of the world's foremost drilling experts, from such companies as Shell, Conoco, Amoco, and BP - There has never been a book that pulls together such a vast array of materials and depth of topic coverage in the area of drilling fluids - Covers quickly changing technology that updates the drilling engineer on all of the latest equipment, fluids, and techniques
Space Engineering
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Author : Giorgio Fasano
language : en
Publisher: Springer
Release Date : 2016-12-31
Space Engineering written by Giorgio Fasano and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-31 with Mathematics categories.
This book presents a selection of advanced case studies that cover a substantial range of issues and real-world challenges and applications in space engineering. Vital mathematical modeling, optimization methodologies and numerical solution aspects of each application case study are presented in detail, with discussions of a range of advanced model development and solution techniques and tools. Space engineering challenges are discussed in the following contexts: •Advanced Space Vehicle Design •Computation of Optimal Low Thrust Transfers •Indirect Optimization of Spacecraft Trajectories •Resource-Constrained Scheduling, •Packing Problems in Space •Design of Complex Interplanetary Trajectories •Satellite Constellation Image Acquisition •Re-entry Test Vehicle Configuration Selection •Collision Risk Assessment on Perturbed Orbits •Optimal Robust Design of Hybrid Rocket Engines •Nonlinear Regression Analysis in Space Engineering •Regression-Based Sensitivity Analysis and Robust Design •Low-Thrust Multi-Revolution Orbit Transfers •Modeling and Optimization of Balance Layout Problems •Pilot-Induced Oscillations Alleviation •Modeling and Optimization of Hybrid Transfers to Near-Earth Objects •Probabilistic Safety Analysis of the Collision Between Space Debris and Satellite •Flatness-based Low-thrust Trajectory Optimization for Spacecraft Proximity Operations The contributing authors are expert researchers and practitioners in either the space engineering and/or in the applied optimization fields. Researchers and practitioners working in various applied aspects of space engineering will find this book practical and informative. Academics, graduate and post-graduate students in aerospace engineering, applied mathematics, operations research, optimization, and optimal control, will find this book useful.
Multiphase Flow Handbook Second Edition
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Author : Efstathios Michaelides
language : en
Publisher: CRC Press
Release Date : 2016-10-26
Multiphase Flow Handbook Second Edition written by Efstathios Michaelides and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-26 with Science categories.
The Multiphase Flow Handbook, Second Edition is a thoroughly updated and reorganized revision of the late Clayton Crowe’s work, and provides a detailed look at the basic concepts and the wide range of applications in this important area of thermal/fluids engineering. Revised by the new editors, Efstathios E. (Stathis) Michaelides and John D. Schwarzkopf, the new Second Edition begins with two chapters covering fundamental concepts and methods that pertain to all the types and applications of multiphase flow. The remaining chapters cover the applications and engineering systems that are relevant to all the types of multiphase flow and heat transfer. The twenty-one chapters and several sections of the book include the basic science as well as the contemporary engineering and technological applications of multiphase flow in a comprehensive way that is easy to follow and be understood. The editors created a common set of nomenclature that is used throughout the book, allowing readers to easily compare fundamental theory with currently developing concepts and applications. With contributed chapters from sixty-two leading experts around the world, the Multiphase Flow Handbook, Second Edition is an essential reference for all researchers, academics and engineers working with complex thermal and fluid systems.