MCMC from Scratch

Name: MCMC from Scratch
Brand: Springer Verlag, Singapore
SKU: 9789811927140
Price: 53.79 EUR
Availability: InStock

A Practical Introduction to Markov Chain Monte Carlo

Autor: Masanori Hanada, So Matsuura

Jazyk:

Väzba: Pevná

Vydavateľ: Springer Verlag, Singapore

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-13 dní

53.79 €

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

Informácie o knihe

Autor

Masanori Hanada, So Matsuura

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2022

Stránok

194

EAN

9789811927140

Enbook ID

38921358

Vydavateľ

Springer Verlag, Singapore

Hmotnosť

518

Rozmery

241 x 159 x 18

Kompletný popis

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.

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MCMC from Scratch

A Practical Introduction to Markov Chain Monte Carlo

Informácie o knihe

Kompletný popis

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