So Matsuura: MCMC from Scratch | Buch

Cover: 9789811927140 | MCMC from Scratch | So Matsuura (u. a.) | Buch | ix | Englisch | 2022

Dekorationsartikel gehören nicht zum Leistungsumfang.

Sprache: Englisch

61,95 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 1-2 Wochen

Kategorien:

Der Artikel ist nicht in deutscher Sprache verfasst.
Die Sprache der Produktbeschreibung und Details kann in Englisch angegeben sein. Sollten Sie Verständnisprobleme haben, wenden Sie sich gerne an uns.

Beschreibung

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 Chap. 2, which introduces readers to the Monte Carlo algorithm and highlights the advantages of MCMC, Chap. 3 presents the general aspects of MCMC. Chap. 4 illustrates the essence of MCMC through the simple example of the Metropolis algorithm. In turn, Chap. 5explains the HMC algorithm, Gibbs sampling algorithm and Metropolis-Hastings algorithm, discussing their pros, cons and pitfalls. Lastly, Chap. 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.

Über den Autor

Masanori Hanada is a theoretical physicist at the School of Mathematical Sciences, Queen Mary University of London. His research interests include strongly coupled quantum systems, quantum field theory, and superstring theory. He and his collaborators pioneered the application of Markov Chain Monte Carlo methods for superstring theory.

So Matsuura is a theoretical physicist at Research and Education Center for Natural Sciences, Keio University. His research interests include superstring theory and nonperturbative lattice formulation of supersymmetry quantum field theory. In addition to physics research, he has a strong passion for public outreach activities and delivers many public lectures.

Zusammenfassung

Explains the fundamentals of MCMC and important algorithms without assuming advanced knowledge of math and programming

Contains many examples, exercises with solutions, and codes

Equips readers to write simulation codes by themselves

Inhaltsverzeichnis

Chapter 1: Introduction.- Chapter 2: What is the Monte Carlo method?.- Chapter 3: General Aspects of Markov Chain Monte Carlo.- Chapter 4: Metropolis Algorithm.- Chapter 5: Other Useful Algorithms.- Chapter 6: Applications of Markov Chain Monte Carlo.

Details

Erscheinungsjahr:	2022
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Inhalt:	ix 194 S. 45 s/w Illustr. 24 farbige Illustr. 194 p. 69 illus. 24 illus. in color.
ISBN-13:	9789811927140
ISBN-10:	9811927146
Sprache:	Englisch
Ausstattung / Beilage:	HC runder Rücken kaschiert
Einband:	Gebunden
Autor:	Matsuura, So Hanada, Masanori
Auflage:	1st ed. 2022
Hersteller:	Springer Singapore Springer Nature Singapore
Maße:	241 x 160 x 16 mm
Von/Mit:	So Matsuura (u. a.)
Erscheinungsdatum:	21.10.2022
Gewicht:	0,514 kg

Artikel-ID: 121390044