24小时热门版块排行榜

返回列表

【奖励】本帖被评价145次，作者shileijerry增加金币 114.8 个

shileijerry

至尊木虫 (知名作家)

应助: 7 (幼儿园)
金币: 53733
帖子: 5466
在线: 728.9小时
虫号: 1189666

[资源] 蒙特卡罗方法计算和优化（英文版）

Fast Sequential Monte Carlo Methods for Counting and Optimization

About this Book
A comprehensive account of the theory and application of Monte Carlo methods

Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential MonteCarlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems.

Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Countingand Optimization includes:

Detailed algorithms needed to practice solving real-world problems
Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error
A new generic sequential importance sampling algorithm alongside extensive numerical results
An appendix focused on review material to provide additional background information
Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques. The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.

More about this book summary

Table of contents
Select All

You have free access to this contentFrontmatter (pages i–xiii)
SummaryPDF(105K)Request Permissions

Chapter 1
Introduction to Monte Carlo Methods (pages 1–5)
SummaryPDF(95K)Request Permissions

Chapter 2
Cross-Entropy Method (pages 6–36)
SummaryPDF(298K)Request Permissions

Chapter 3
Minimum Cross-Entropy Method (pages 37–55)
SummaryPDF(173K)Request Permissions

Chapter 4
Splitting Method for Counting and Optimization (pages 56–105)
SummaryPDF(339K)Request Permissions

Chapter 5
Stochastic Enumeration Method (pages 106–147)
SummaryPDF(297K)Request Permissions
You have free access to this contentAppendix A: Additional Topics (pages 148–168)
SummaryPDF(190K)Request Permissions
You have free access to this contentBibliography (pages 169–176)
SummaryPDF(81K)ReferencesRequest Permissions
You have free access to this contentAbbreviations and Acronyms (page 177)
SummaryPDF(52K)Request Permissions
You have free access to this contentList of Symbols (pages 178–179)
SummaryPDF(82K)Request Permissions
You have free access to this contentIndex (pages 181–182)
SummaryPDF(54K)Request Permissions
You have free access to this contentWiley Series in Probability and Statistics (pages 183–192)
SummaryPDF(2075K)Request Permissions

回复此楼

» 本帖附件资源列表

欢迎监督和反馈：小木虫仅提供交流平台，不对该内容负责。
本内容由用户自主发布，如果其内容涉及到知识产权问题，其责任在于用户本人，如对版权有异议，请联系邮箱：xiaomuchong@tal.com
附件 1 : Fast_sequential_Monte_Carlo_methods_for_counting_and_optimization.pdf

2014-12-01 17:13:23, 5.64 M

» 收录本帖的淘帖专辑推荐

书籍下载网站	经典资源帖	专业书籍（外文版）WM	好书！好读！
仿真建模与计算	物理化学材料类书籍	专业书籍之数学力学WM	程序语言箱
文献参考	科研工具	电子书、课件等	分子动力学
专业资料	文集	信步闲庭	湍流燃烧
我的专辑