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Science/Engineering Statistical Mechanics, Third Edition
Science/Engineering Essentials of Toxic Chemical Risk: Science and Society
Science/Engineering Telefoncoaching: So machen Sie aus Ihren Mitarbeitern Telefonprofis
Science/Engineering Wireless Communications (Wiley - IEEE)
Science/Engineering Posttraumatische Belastungsstörungen (German Edition)
Science/Engineering Lernplattformen in Schulen: Ansätze für E-Learning und Blended Learning in Präsenzklassen (1 Auflage)
Science/Engineering Stochastik für Einsteiger: Eine Einführung in die faszinierende Welt des Zufalls. Mit über 220 Übungsaufgaben und Lösungen {Repost}
Science/Engineering Testtheorie und Fragebogenkonstruktion (Springer-Lehrbuch)
Science/Engineering Centrifugal Pumps, 2nd Edition
Science/Engineering Computational Intelligence for Modelling and Prediction (Studies in Computational Intelligence) 1 edition {Repost}
Science/Engineering Networks, Crowds, and Markets: Reasoning About a Highly Connected World {repost}
Science/Engineering Introduction to Biophotonics (repost)
Science/Engineering The Art and Science of Psychotherapy (repost)
Science/Engineering Advances in Chemical Physics - Volume 15: Stochastic Processes in Chemical Physics
Science/Engineering "Emulsion Science: Basic Principles" (repost)
Science/Engineering Elementary Principles of Chemical Processes 3rd edition
Science/Engineering Boundary Element Analysis (repost)
Science/Engineering Collection of books on physics 2
Science/Engineering A Practical Handbook of Preparative HPLC by Donald A. Wellings (Repost)
Science/Engineering Reviews of Environmental Contamination and Toxicology 184 by George W. Ware
Science/Engineering Essentials of Toxic Chemical Risk: Science and Society
Science/Engineering Telefoncoaching: So machen Sie aus Ihren Mitarbeitern Telefonprofis
Science/Engineering Wireless Communications (Wiley - IEEE)
Science/Engineering Posttraumatische Belastungsstörungen (German Edition)
Science/Engineering Lernplattformen in Schulen: Ansätze für E-Learning und Blended Learning in Präsenzklassen (1 Auflage)
Science/Engineering Stochastik für Einsteiger: Eine Einführung in die faszinierende Welt des Zufalls. Mit über 220 Übungsaufgaben und Lösungen {Repost}
Science/Engineering Testtheorie und Fragebogenkonstruktion (Springer-Lehrbuch)
Science/Engineering Centrifugal Pumps, 2nd Edition
Science/Engineering Computational Intelligence for Modelling and Prediction (Studies in Computational Intelligence) 1 edition {Repost}
Science/Engineering Networks, Crowds, and Markets: Reasoning About a Highly Connected World {repost}
Science/Engineering Introduction to Biophotonics (repost)
Science/Engineering The Art and Science of Psychotherapy (repost)
Science/Engineering Advances in Chemical Physics - Volume 15: Stochastic Processes in Chemical Physics
Science/Engineering "Emulsion Science: Basic Principles" (repost)
Science/Engineering Elementary Principles of Chemical Processes 3rd edition
Science/Engineering Boundary Element Analysis (repost)
Science/Engineering Collection of books on physics 2
Science/Engineering A Practical Handbook of Preparative HPLC by Donald A. Wellings (Repost)
Science/Engineering Reviews of Environmental Contamination and Toxicology 184 by George W. Ware
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Science/Engineering Monte Carlo and Quasi-Monte Carlo Sampling (Springer Series in Statistics)
Posted on 2010-03-16
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More Christiane Lemieux, "Monte Carlo and Quasi-Monte Carlo Sampling (Springer Series in Statistics)" Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute. This book presents essential tools for using quasi-Monte Carlo sampling in practice. The first part of the book focuses on issues related to Monte Carlo methods—uniform and non-uniform random number generation, variance reduction techniques—but the material is presented to prepare the readers for the next step, which is to replace the random sampling inherent to Monte Carlo by quasi-random sampling. The second part of the book deals with this next step. Several aspects of quasi-Monte Carlo methods are covered, including constructions, randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book is devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo and sequential Monte Carlo, with a discussion of their quasi-Monte Carlo counterpart. The prerequisites for reading this book are a basic knowledge of statistics and enough mathematical maturity to follow through the various techniques used throughout the book. This text is aimed at graduate students in statistics, management science, operations research, engineering, and applied mathematics. It should also be useful to practitioners who want to learn more about Monte Carlo and quasi-Monte Carlo methods and researchers interested in an up-to-date guide to these methods. Christiane Lemieux is an Associate Professor and the Associate Chair for Actuarial Science in the Department of Statistics and Actuarial Science at the University of Waterloo in Canada. She is an Associate of the Society of Actuaries and was the winner of a “Young Researcher Award in Information-Based Complexity” in 2004. Thank You!
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