عنوان

Independent random sampling methods /

شابک

3030102416

شابک

331972634X

شابک

3319726358

شابک

9783030102418

شابک

9783319726342

شابک

9783319726359

شابک اشتباه

3319726331

شابک اشتباه

9783319726335

عنوان اصلي

Independent random sampling methods /

نام عام مواد

[Book]

نام نخستين پديدآور

Luca Martino, David Luengo, Joaquín Míguez.

محل نشرو پخش و غیره

Cham, Switzerland :

نام ناشر، پخش کننده و غيره

Springer,

تاریخ نشرو بخش و غیره

2018.

نام خاص و کميت اثر

1 online resource (xii, 280 pages) :

ساير جزييات

illustrations (some color)

عنوان فروست

Statistics and computing,

شاپا ي ISSN فروست

1431-8784

متن يادداشت

Includes bibliographical references.

متن يادداشت

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.

متن يادداشت

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.

متن يادداشت

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.

متن يادداشت

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.

متن يادداشت

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.

بدون عنوان

0

بدون عنوان

8

بدون عنوان

8

بدون عنوان

8

بدون عنوان

8

متن يادداشت

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.--

منبع سفارش / آدرس اشتراک

Springer Nature

شماره انبار

com.springer.onix.9783319726342

عنوان

Independent random sampling methods.

شماره استاندارد بين المللي کتاب و موسيقي

9783319726335

موضوع مستند نشده

Sampling (Statistics)

موضوع مستند نشده

Finance & accounting.

موضوع مستند نشده

Mathematical & statistical software.

موضوع مستند نشده

Mathematical theory of computation.

موضوع مستند نشده

MATHEMATICS-- Applied.

موضوع مستند نشده

MATHEMATICS-- Probability & Statistics-- General.

موضوع مستند نشده

Muestreo (Estadística)

موضوع مستند نشده

Probability & statistics.

موضوع مستند نشده

Sampling (Statistics)

موضوع مستند نشده

MAT-- 003000

موضوع مستند نشده

MAT-- 029000

موضوع مستند نشده

UFM

موضوع مستند نشده

UFM

شماره

519.243

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Martino, Luca

مستند نام اشخاص تاييد نشده

Luengo, David

مستند نام اشخاص تاييد نشده

Míguez, Joaquín

تاريخ عمليات

20200823103806.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y