عنوان

Independent random sampling methods /

(Number (ISBN

3030102416

(Number (ISBN

331972634X

(Number (ISBN

3319726358

(Number (ISBN

9783030102418

(Number (ISBN

9783319726342

(Number (ISBN

9783319726359

Erroneous ISBN

3319726331

Erroneous ISBN

9783319726335

Title Proper

Independent random sampling methods /

General Material Designation

[Book]

First Statement of Responsibility

Luca Martino, David Luengo, Joaquín Míguez.

Place of Publication, Distribution, etc.

Cham, Switzerland :

Name of Publisher, Distributor, etc.

Springer,

Date of Publication, Distribution, etc.

2018.

Specific Material Designation and Extent of Item

1 online resource (xii, 280 pages) :

Other Physical Details

illustrations (some color)

Series Title

Statistics and computing,

ISSN of Series

1431-8784

Text of Note

Includes bibliographical references.

Text of Note

Intro; Contents; List of Tables; 1 Introduction; 1.1 The Monte Carlo Method: A Brief History; 1.2 The Need for Monte Carlo; 1.2.1 Numerical Integration; 1.2.2 Importance Sampling; Bayesian Inference via IS; 1.2.3 Quasi-Monte Carlo; 1.2.4 Inverse Monte Carlo; 1.3 Random Number Generation; 1.3.1 Random, Pseudo-Random, Quasi-Random; 1.4 Pseudo-Random Number Generators; 1.4.1 Nonlinear Recursions; Invariant Sets; 1.4.2 Chaotic Pseudo-Random Number Generators; 1.4.3 The Middle-Square Generator; 1.4.4 Linear Congruential Generators; General LCGs; 1.5 Random Sampling Methods; 1.5.1 Direct Methods.

Text of Note

1.5.2 Accept/Reject Methods1.5.3 Markov Chain Monte Carlo (MCMC); 1.5.4 Importance Sampling; 1.5.5 Hybrid Techniques; 1.6 Goal and Organization of This Book; 1.6.1 Motivation and Goals; 1.6.2 Organization of the Book; References; 2 Direct Methods; 2.1 Introduction; 2.2 Notation; 2.2.1 Vectors, Points, and Intervals; 2.2.2 Random Variables, Distributions, and Densities; 2.2.3 Sets; 2.3 Transformations of Random Variables; 2.3.1 One-to-One Transformations; Invertible Transformations; Non-invertible Transformations; 2.3.2 Many-to-One Transformations; Scale Transformation.

Text of Note

2.3.3 Deconvolution Method2.3.4 Discrete Mixtures; Partition into Intervals; Pdf Expressed as an Infinite Series; 2.3.5 Continuous Mixtures: Marginalization; 2.3.6 Order Statistics; 2.4 Universal Direct Methods; 2.4.1 Inversion Method; Numerical Inversion of FX(x)=u; Truncated Random Variables; Order Statistics; Maximum of N i.i.d. Random Variates; Dependent Random Variates; Inversion for Multivariate Targets; 2.4.2 Vertical Density Representation (VDR); An Alternative Interpretation of the VDR Approach; 2.4.3 The Fundamental Theorem of Simulation; 2.4.4 Inverse-of-Density Method.

Text of Note

3.2.3 Distribution of the Accepted and Rejected Samples with Generic L>03.2.4 Different Application Scenarios; 3.2.5 Butcher's Version of the Rejection Sampler; 3.2.6 Vaduva's Modification of the Butcher's Method; 3.2.7 Lux's Extension; 3.3 Computational Cost; 3.3.1 Further Considerations About the Acceptance Rate; 3.3.2 Squeezing; 3.3.3 Sibuya's Modified Rejection Method; 3.4 Band Rejection Method; 3.4.1 Preliminaries; 3.4.2 Generalized Band Rejection Algorithm; 3.4.3 Payne-Dagpunar's Band Rejection; 3.5 Acceptance-Complement Method; 3.6 RS with Stepwise Proposals; 3.6.1 Strip Methods.

Text of Note

IoD for Monotonic Univariate Target pdfsIoD for Generic Target pdfs; Khintchine's Method for Monotonic Target pdfs; 2.5 Tailored Techniques; 2.5.1 Recursive Methods; 2.5.2 Convex Densities; 2.6 Examples; 2.6.1 Multiplication of Independent Uniform Random Variates; 2.6.2 Sum of Independent Uniform Random Variates; 2.6.3 Polynomial Densities with Non-negative Coefficients; 2.6.4 Polynomial Densities with One or More Negative Constants; 2.7 Summary; References; 3 Accept-Reject Methods; 3.1 Introduction; 3.2 Rejection Sampling; 3.2.1 Acceptance Rate; 3.2.2 Distribution of the Rejected Samples.

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Text of Note

This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.--

Source for Acquisition/Subscription Address

Springer Nature

Stock Number

com.springer.onix.9783319726342

Title

Independent random sampling methods.

International Standard Book Number

9783319726335

Sampling (Statistics)

Finance & accounting.

Mathematical & statistical software.

Mathematical theory of computation.

MATHEMATICS-- Applied.

MATHEMATICS-- Probability & Statistics-- General.

Muestreo (Estadística)

Probability & statistics.

Sampling (Statistics)

MAT-- 003000

MAT-- 029000

UFM

UFM

Number

519.243

Number

Edition

Class number

Book number

Martino, Luca

Luengo, David

Míguez, Joaquín

Date of Transaction

20200823103806.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y