MCMC from Scratch

Name: MCMC from Scratch
Brand: Springer Verlag, Singapore
SKU: 9789811927140
Price: 20495 HUF
Availability: InStock

A Practical Introduction to Markov Chain Monte Carlo

Szerző: Masanori Hanada, So Matsuura

Nyelv:

Kötés: Kemény kötésű

Kiadó: Springer Verlag, Singapore

Elérhetőség: Beszállítói készleten

Küldés 10-13 napon belül

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

Információk a könyvről

Szerző

Masanori Hanada, So Matsuura

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2022

oldal

194

EAN

9789811927140

Enbook ID

38921358

Kiadó

Springer Verlag, Singapore

Súly

518

Méretek

241 x 159 x 18

Teljes leírás

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

Információk a könyvről

Teljes leírás

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták