蒙特卡洛方法

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Monte Carlo theory, methods and examplesI have a book in progress on Monte Carlo, quasi-Monte Carlo and Markov chain Monte Carlo. Several of the chapters are polished enough to place here. I'm interested in comments especially about errors or suggestions for references to include. There's no need to point out busted links (?? in LaTeX) because the computer will catch those for me when it is time to root out the last of them.
Contents

• Introduction
• Simple Monte Carlo
• Uniform random numbers
• Non-uniform random numbers
• Random vectors and objects
• Processes
• Other integration methods
• Variance reduction
• Importance sampling
• Advanced variance reduction
• Markov chain Monte Carlo
• Gibbs sampler
• Adaptive and accelerated MCMC
• Sequential Monte Carlo
• Quasi-Monte Carlo
• Lattice rules
• Randomized quasi-Monte Carlo Monte Carlo theory, methods and examples.rar (4.94 MB, 需要: 20 个论坛币) 本附件包括：
  • Ch-quadrature.pdf
  • Ch-randvectors.pdf
  • Ch-nonunifrng.pdf
  • Ch-unifrng.pdf
  • Ch-intro.pdf
  • Ch-var-adv.pdf
  • Ch-var-is.pdf
  • Ch-var-basic.pdf
  • Ch-processes.pdf
  2016-11-12 09:54:52 上传

  
  蒙特卡洛理论方法和实例
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