Mean Field Simulation for Monte Carlo Integration 1st Edition
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Mean Field Simulation for Monte Carlo Integration 1st Edition

SKU: 9781040056790

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Additional information

Full Title

Mean Field Simulation for Monte Carlo Integration 1st Edition
Author(s)

Pierre Del Moral
Edition

1st Edition
ISBN

9781040056790, 9781466504059, 9781466504172, 9781138198739, 9780429086960
Publisher

Chapman & Hall
Format

PDF and EPUB

Description

This book presents the first comprehensive and modern mathematical treatment of these mean field particle models, including refined convergence analysis on nonlinear Markov chain models. It also covers applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology.

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