蒙特卡洛方法 - 经管之家

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收藏 2016-11-12

Monte Carlo theory, methods and examplesI have a book in progress on Monte Carlo, quasi-Monte Carlo and Markov chain Monte Carlo. Several of the chapters are polished enough to place here. I'm interested in comments especially about errors or suggestions for references to include. There's no need to point out busted links (?? in LaTeX) because the computer will catch those for me when it is time to root out the last of them.
Contents

Introduction
Simple Monte Carlo
Uniform random numbers
Non-uniform random numbers
Random vectors and objects
Processes
Other integration methods
Variance reduction
Importance sampling
Advanced variance reduction
Markov chain Monte Carlo
Gibbs sampler
Adaptive and accelerated MCMC
Sequential Monte Carlo
Quasi-Monte Carlo
Lattice rules
Randomized quasi-Monte Carlo
Monte Carlo theory, methods and examples.rar
大小:(4.94 MB)
只需: 20 个论坛币马上下载

本附件包括：
- Ch-quadrature.pdf
- Ch-randvectors.pdf
- Ch-nonunifrng.pdf
- Ch-unifrng.pdf
- Ch-intro.pdf
- Ch-var-adv.pdf
- Ch-var-is.pdf
- Ch-var-basic.pdf
- Ch-processes.pdf

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