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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Format: | UnknownFormat |
Sprache: | eng |
Veröffentlicht: |
Boca Raton, London, New York
CRC Press Taylor & Francis Group
2013
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Schriftenreihe: | Monographs on statistics and applied probability
126 |
Schlagworte: | |
Online Zugang: | Inhaltstext |
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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. |
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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 Illustrationen |
ISBN: | 9781466504059 978-1-4665-0405-9 |