Mean Field Simulation for Monte Carlo Integration

by Pierre Del Moral

Book Overview

In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled...

• Format: Paperback
• Language: English
• ISBN: 1138198730
• ISBN13: 9781138198739
• Release Date: October 2016
• Publisher: CRC Press
• Length: 626 Pages
• Weight: 1.90 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"