東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Independent random sampling methods

Martino, Luca.

Linked to FindBook

Google Book

Amazon

博客來

Independent random sampling methods

Record Type:	Electronic resources : Monograph/item
Title/Author:	Independent random sampling methods/ by Luca Martino, David Luengo, Joaquin Miguez.
Author:	Martino, Luca.
other author:	Luengo, David.
Published:	Cham :Springer International Publishing : : 2018.,
Description:	xii, 280 p. :ill. (some col.), digital ;24 cm.
[NT 15003449]:	Introduction -- Direct methods -- Accept-Reject methods -- Adaptive rejection sampling methods -- Ratio of Uniforms -- Independent sampling for multivariate densities -- Asymptotically independent samplers -- Summary and outlook -- A. Acronyms and abbrevations -- B. Notation -- C. Jones' RoU generalization -- D. Polar transformation.
Contained By:	Springer eBooks
Subject:	Sampling (Statistics) -
Online resource:	http://dx.doi.org/10.1007/978-3-319-72634-2
ISBN:	9783319726342

Independent random sampling methods
Martino, Luca.

Independent random sampling methods[electronic resource] /by Luca Martino, David Luengo, Joaquin Miguez. - Cham :Springer International Publishing :2018. - xii, 280 p. :ill. (some col.), digital ;24 cm. - Statistics and computing,1431-8784. - Statistics and computing..

Introduction -- Direct methods -- Accept-Reject methods -- Adaptive rejection sampling methods -- Ratio of Uniforms -- Independent sampling for multivariate densities -- Asymptotically independent samplers -- Summary and outlook -- A. Acronyms and abbrevations -- B. Notation -- C. Jones' RoU generalization -- D. Polar transformation.

This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.

ISBN: 9783319726342

Standard No.: 10.1007/978-3-319-72634-2doiSubjects--Topical Terms:

545623
Sampling (Statistics)

LC Class. No.: QA276.6 / .M378 2018

Dewey Class. No.: 519.52

Independent random sampling methods
LDR:02436nmm a2200325 a 4500 001 2137075
003 DE-He213
005 20181011140024.0
006 m d
007 cr nn 008maaau
008 181117s2018 gw s 0 eng d
020 $a 9783319726342 $q (electronic bk.)
020 $a 9783319726335 $q (paper)
024 7 $a 10.1007/978-3-319-72634-2 $2 doi
035 $a 978-3-319-72634-2
040 $a GP $c GP
041 0 $a eng
050 4 $a QA276.6 $b .M378 2018
072 7 $a UFM $2 bicssc
072 7 $a COM077000 $2 bisacsh
082 0 4 $a 519.52 $2 23
090 $a QA276.6 $b .M386 2018
100 1 $a Martino, Luca. $3 3309104
245 1 0 $a Independent random sampling methods $h [electronic resource] / $c by Luca Martino, David Luengo, Joaquin Miguez.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2018.
300 $a xii, 280 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a Statistics and computing, $x 1431-8784
505 0 $a Introduction -- Direct methods -- Accept-Reject methods -- Adaptive rejection sampling methods -- Ratio of Uniforms -- Independent sampling for multivariate densities -- Asymptotically independent samplers -- Summary and outlook -- A. Acronyms and abbrevations -- B. Notation -- C. Jones' RoU generalization -- D. Polar transformation.
520 $a This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.
650 0 $a Sampling (Statistics) $3 545623
650 1 4 $a Statistics. $3 517247
650 2 4 $a Statistics and Computing/Statistics Programs. $3 894293
650 2 4 $a Mathematics of Computing. $3 891213
650 2 4 $a Quantitative Finance. $3 891090
650 2 4 $a Statistical Theory and Methods. $3 891074
650 2 4 $a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. $3 1005896
700 1 $a Luengo, David. $3 3309105
700 1 $a Miguez, Joaquin. $3 3309106
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Statistics and computing. $3 1566755
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-72634-2
950 $a Mathematics and Statistics (Springer-11649)