科学计算中的蒙特卡罗策略

图书标准信息

• 作者 J.S.Liu 著
• 出版社 世界图书出版公司
• 出版时间 2005-06
• 版次 1
• ISBN 9787506272582
• 定价 48.00元
• 装帧 平装
• 开本 24开
• 纸张 胶版纸
• 页数 343页

【内容简介】

　　AnearlyexperimentthatconceivesthebasicideaofMonteCarlocompu-tatiosisknownas"Buffonneedle"，firststatedbyGeorgesLouisLeclercComtedeBuffonin1777.Inthiswell-knownexperiment，onthrowsaneedleoflengthlontoaflatsurfacewithagridofparallellineswithspacing.Itiseasytocomputethat，underidealconditions，thechancethattheneedlewillintersectoneofthelinesin.Thus，ifweleppNbetheProportionof"intersects"inNthrows，wecanhaveanestimateofπaswjocjwill"converge"toπasNincreasestoinfinity.
　　此书为英文版！

【目录】

Preface
1IntroductionandExamples
1.1TheNeedofMonteCarloTechniques
1.2ScopeandOutlineoftheBook
1.3ComputationsinStatisticalPhysics
1.4MolecularStructureSimulation
1.5Bioinformatics:FindingWeakRepetitivePatterns
1.6NonlinearDynamicSystem:TargetTracking
1.7HypothesisTestingforAstronomicalObservations
1.8BayesianInferenceofMultilevelModels
1.9MonteCarloandMissingDataProblems
2BasicPrinciples:Rejection，Weighting，andOthers
2.1GeneratingSimpleRandomVariables
2.2TheRejectionMethod
2.3VarianceReductionMethods
2.4ExactMethodsforChain-StructuredModels
2.4.1Dynamicprogramming
2.4.2Exactsimulation
2.5ImportanceSamplingandWeightedSample
2.5.1Anexample
2.5.2Thebasicidea
2.5.3The"ruleofthumb"forimportancesampling
……
3TheoryofSequentialMonteCarlo
4SequentialMonteCarloinAction
5MetropolisAlgorithmandBeyond
6TheGibbsSampler
7ClusterAlgorithmsfortheIsingModel
8GeneralConditionlSampling
9MolecularDynamicsandHybridMonteCarlo
10MultievelSamplingandOptimizationMethods
11Population-BasedMonteCarloMethods
12MarkovChainsandTheirConvergence
13SelectedTheoreticalTopics
ABasicsinProbabilityandStatistics
References
AuthorIndex
SubjectIndex