Buch, Englisch, 242 Seiten, Format (B × H): 159 mm x 241 mm, Gewicht: 525 g
Buch, Englisch, 242 Seiten, Format (B × H): 159 mm x 241 mm, Gewicht: 525 g
ISBN: 978-1-4822-3244-8
Verlag: Taylor & Francis
Perfect Simulation illustrates the application of perfect simulation ideas and algorithms to a wide range of problems. The book is one of the first to bring together research on simulation from statistics, physics, finance, computer science, and other areas into a unified framework. You will discover the mechanisms behind creating perfect simulation algorithms for solving an array of problems.
The author describes numerous protocol methodologies for designing algorithms for specific problems. He first examines the commonly used acceptance/rejection (AR) protocol for creating perfect simulation algorithms. He then covers other major protocols, including CFTP; the Fill, Machida, Murdoch, and Rosenthal (FMMR) method; the randomness recycler; retrospective sampling; and partially recursive AR, along with multiple variants of these protocols. The book also shows how perfect simulation methods have been successfully applied to a variety of problems, such as Markov random fields, permutations, stochastic differential equations, spatial point processes, Bayesian posteriors, combinatorial objects, and Markov processes.
Zielgruppe
Professional Practice & Development
Autoren/Hrsg.
Weitere Infos & Material
Introduction. Acceptance/Rejection. Coupling from the Past. Bounding Chains. Advanced Techniques Using Coalescence. Coalescence on Continuous and Unbounded State Spaces. Spatial Point Processes. The Randomness Recycler. Advanced Acceptance/Rejection. Stochastic Differential Equations. Applications and Limitations of Perfect Simulation.