Mean field simulation for Monte Carlo integration

Monte Carlo & mean field modelsTheory & applications -- I. Feynman-Kac models -- Feynman-Kac models -- Four equivalent particle interpretations -- Continuous time Feynman-Kac models -- Nonlinear evolutions of intensity measures -- II. Application domains -- Particle absorption models -- Sign...

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1. Verfasser: Del Moral, Pierre (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: Boca Raton, London, New York CRC Press Taylor & Francis Group 2013
Schriftenreihe:Monographs on statistics and applied probability 126
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Zusammenfassung:Monte Carlo & mean field modelsTheory & applications -- I. Feynman-Kac models -- Feynman-Kac models -- Four equivalent particle interpretations -- Continuous time Feynman-Kac models -- Nonlinear evolutions of intensity measures -- II. Application domains -- Particle absorption models -- Signal processing and control systems -- III. Theoretical aspects -- Mean field Feynman-Kac models -- A general class of mean field models -- Empirical processes -- Feynman-Kac semigroups -- Intensity measure semigroups -- Particle density profiles -- Genealogical tree models -- Particle normalizing constants -- Backward particle Markov models.
Monte Carlo & mean field models -- Theory & applications -- I. Feynman-Kac models -- Feynman-Kac models -- Four equivalent particle interpretations -- Continuous time Feynman-Kac models -- Nonlinear evolutions of intensity measures -- II. Application domains -- Particle absorption models -- Signal processing and control systems -- III. Theoretical aspects -- Mean field Feynman-Kac models -- A general class of mean field models -- Empirical processes -- Feynman-Kac semigroups -- Intensity measure semigroups -- Particle density profiles -- Genealogical tree models -- Particle normalizing constants -- Backward particle Markov models.
Beschreibung:"A CRC title, part of the Taylor & Francis imprint, a member of the Taylor & Francis Group, the academic division of T&F Informa plc
Includes bibliographical references and index
Beschreibung:xlvii, 578 Seiten
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ISBN:9781466504059
978-1-4665-0405-9