Mean field simulation for Monte Carlo integration / Pierre Del Moral.

Format:

Book

Author/Creator:

Del Moral, Pierre, author.

Contributor:

EBSCOhost.

John G. Hartman Memorial Library Fund.

Series:

Monographs on statistics & applied probability ; 126.

Monographs on statistics & applied probability ; 126

Language:

English

Subjects (All):

Monte Carlo method.

Mean field theory.

Physical Description:

1 online resource (xlvii, 577 pages) : illustrations.

Place of Publication:

Boca Raton : Taylor & Francis, [2013]

System Details:

text file

Contents:

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.

Notes:

"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 and index.

Electronic reproduction. Ipswich, MA Available via World Wide Web.

Description based on print version record.

Local Notes:

Acquired for the Penn Libraries with assistance from the John G. Hartman Memorial Library Fund.

Other Format:

Print version: Del Moral, Pierre. Mean field simulation for Monte Carlo integration.

ISBN:

9781466504172

146650417X

Publisher Number:

99954676126

Access Restriction:

Restricted for use by site license.