<電子ブック>
Independent Random Sampling Methods / by Luca Martino, David Luengo, Joaquín Míguez
(Statistics and Computing. ISSN:21971706)
版 | 1st ed. 2018. |
---|---|
出版者 | (Cham : Springer International Publishing : Imprint: Springer) |
出版年 | 2018 |
大きさ | XII, 280 p. 55 illus., 52 illus. in color : online resource |
著者標目 | *Martino, Luca author Luengo, David author Míguez, Joaquín author SpringerLink (Online service) |
件 名 | LCSH:Mathematical statistics—Data processing LCSH:Computer science—Mathematics LCSH:Social sciences—Mathematics LCSH:Statistics FREE:Statistics and Computing FREE:Mathematics of Computing FREE:Mathematics in Business, Economics and Finance FREE:Statistical Theory and Methods FREE:Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences |
一般注記 | 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 HTTP:URL=https://doi.org/10.1007/978-3-319-72634-2 |
目次/あらすじ
所蔵情報を非表示
電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
電子ブック | オンライン | 電子ブック |
|
Springer eBooks | 9783319726342 |
|
電子リソース |
|
EB00202793 |
書誌詳細を非表示
データ種別 | 電子ブック |
---|---|
分 類 | LCC:QA276.4-.45 DC23:519.5 |
書誌ID | 4000119113 |
ISBN | 9783319726342 |
類似資料
この資料の利用統計
このページへのアクセス回数:3回
※2017年9月4日以降