MCMC from Scratch

Name: MCMC from Scratch
Brand: Springer Verlag, Singapore
SKU: 9789811927140
Price: 56.9 EUR
Availability: InStock

A Practical Introduction to Markov Chain Monte Carlo

Автор: Masanori Hanada, So Matsuura

Език:

Корици: С твърди корици

Издател: Springer Verlag, Singapore

Наличност: Външен склад

Изпращаме след 10-13 дни

56.90 € 111.28 лв

This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced...

Информация за книгата

Автор

Masanori Hanada, So Matsuura

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2022

страници

194

EAN

9789811927140

Enbook ID

38921358

Издател

Springer Verlag, Singapore

Теглоt

518

Размери

241 x 159 x 18

Пълно описание

This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced knowledge of mathematics and programming. MCMC is a powerful technique that can be used to integrate complicated functions or to handle complicated probability distributions. MCMC is frequently used in diverse fields where statistical methods are important - e.g. Bayesian statistics, quantum physics, machine learning, computer science, computational biology, and mathematical economics. This book aims to equip readers with a sound understanding of MCMC and enable them to write simulation codes by themselves.The content consists of six chapters. Following Chapter 2, which introduces readers to the Monte Carlo algorithm and highlights the advantages of MCMC, Chapter 3 presents the general aspects of MCMC. Chapter 4 illustrates the essence of MCMC through the simple example of the Metropolis algorithm. In turn, Chapter 5 explains the HMC algorithm, Gibbs sampling algorithm and Metropolis-Hastings algorithm, discussing their pros, cons and pitfalls. Lastly, Chapter 6 presents several applications of MCMC. Including a wealth of examples and exercises with solutions, as well as sample codes and further math topics in the Appendix, this book offers a valuable asset for students and beginners in various fields.

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също

Най-често търсени

Categories

Authors

Publishers

Продукти

Продукти

Най-често търсени

Categories

Authors

Publishers

Продукти

Продукти

MCMC from Scratch

A Practical Introduction to Markov Chain Monte Carlo

Информация за книгата

Пълно описание

Може също да ви хареса

Клиенти, които купиха тази книга, купиха също