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Mean field simulation for Monte Carlo integration / Pierre Del Moral.

By: Del Moral, Pierre.
Material type: TextTextSeries: Monographs on statistics and applied probability ; 126.Publisher: Boca Raton : CRC Press, c2013Description: xlvii, 578 p. ; 25 cm.ISBN: 9781466504059 (hardcover : acidfree paper).Subject(s): Monte Carlo method | Mean field theoryDDC classification: 519.282
Contents:
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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Item type Current location Call number Status Date due Barcode Item holds
Books Books ISI Library, Kolkata
 
519.282 D331 (Browse shelf) Available 135271
Total holds: 0

"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 (pages 531-273) and index.

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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