Markov Chain Monte Carlo: Innovations And Applications

Markov Chain Monte Carlo: Innovations And Applications PDF Author: Wilfrid S Kendall
Publisher: World Scientific
ISBN: 9814479691
Category : Mathematics
Languages : en
Pages : 239

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Book Description
Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.

Markov Chain Monte Carlo: Innovations And Applications

Markov Chain Monte Carlo: Innovations And Applications PDF Author: Wilfrid S Kendall
Publisher: World Scientific
ISBN: 9814479691
Category : Mathematics
Languages : en
Pages : 239

Get Book Here

Book Description
Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.

Handbook of Markov Chain Monte Carlo

Handbook of Markov Chain Monte Carlo PDF Author: Steve Brooks
Publisher: CRC Press
ISBN: 1420079425
Category : Mathematics
Languages : en
Pages : 620

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Book Description
Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisherie

Applications and Innovations in Intelligent Systems XIV

Applications and Innovations in Intelligent Systems XIV PDF Author: Richard Ellis
Publisher: Springer Science & Business Media
ISBN: 1846286662
Category : Computers
Languages : en
Pages : 245

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Book Description
The papers in this volume are the refereed application papers presented at AI-2006, the Twenty-sixth SGAI International Conference on Innovative Techniques and Applications of Artificial Intelligence, held in Cambridge in December 2006. The papers present new and innovative developments in the field. The series serves as a key reference as to how AI technology has enabled organisations to solve complex problems and gain significant business benefit.

Markov Chain Monte Carlo in Practice

Markov Chain Monte Carlo in Practice PDF Author: W.R. Gilks
Publisher: CRC Press
ISBN: 1482214970
Category : Mathematics
Languages : en
Pages : 505

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Book Description
In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in Austria place a Bronze Age site in its true temporal location on the calendar scale. And in France,

Markov Chain Monte Carlo

Markov Chain Monte Carlo PDF Author: W. S. Kendall
Publisher: World Scientific
ISBN: 9812564276
Category : Science
Languages : en
Pages : 239

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Book Description
Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.

Handbook on Analyzing Human Genetic Data

Handbook on Analyzing Human Genetic Data PDF Author: Shili Lin
Publisher: Springer Science & Business Media
ISBN: 3540692649
Category : Medical
Languages : en
Pages : 340

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Book Description
This handbook offers guidance on selections of appropriate computational methods and software packages for specific genetic problems. Coverage strikes a balance between methodological expositions and practical guidelines for software selections. Wherever possible, comparisons among competing methods and software are made to highlight the relative advantages and disadvantage of the approaches.

Directional Statistics for Innovative Applications

Directional Statistics for Innovative Applications PDF Author: Ashis SenGupta
Publisher: Springer Nature
ISBN: 9811910448
Category : Mathematics
Languages : en
Pages : 487

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Book Description
In commemoration of the bicentennial of the birth of the “lady who gave the rose diagram to us”, this special contributed book pays a statistical tribute to Florence Nightingale. This book presents recent phenomenal developments, both in rigorous theory as well as in emerging methods, for applications in directional statistics, in 25 chapters with contributions from 65 renowned researchers from 25 countries. With the advent of modern techniques in statistical paradigms and statistical machine learning, directional statistics has become an indispensable tool. Ranging from data on circles to that on the spheres, tori and cylinders, this book includes solutions to problems on exploratory data analysis, probability distributions on manifolds, maximum entropy, directional regression analysis, spatio-directional time series, optimal inference, simulation, statistical machine learning with big data, and more, with their innovative applications to emerging real-life problems in astro-statistics, bioinformatics, crystallography, optimal transport, statistical process control, and so on.

Six Sigma DMAIC and Markov Chain Monte Carlo Applications to Financial Risk Management

Six Sigma DMAIC and Markov Chain Monte Carlo Applications to Financial Risk Management PDF Author: Bubevski, Vojo
Publisher: IGI Global
ISBN:
Category : Business & Economics
Languages : en
Pages : 339

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Book Description
Financial institutions face a critical challenge in managing financial risks effectively under the stringent regulatory frameworks of Basel III and Solvency II. Traditional risk management approaches often need to provide the necessary tools to control risks in a dynamic and evolving market environment. A comprehensive methodology integrating advanced risk analysis concepts and structured frameworks is essential for institutions to achieve optimal risk management outcomes, leading to increased solvency risk, capital requirements, and value at risk (VAR). Six Sigma DMAIC and Markov Chain Monte Carlo Applications to Financial Risk Management is a groundbreaking book that presents a transformative approach to financial risk management. Inspired by Peter L. Bernstein's insight on risk control, this book introduces a unique methodology that combines the DMAIC framework with advanced risk analysis concepts. Financial institutions can enhance their risk management processes by applying these tools to internal models for Solvency II and Basel III, reduce solvency risk, and improve competitiveness.

Monte Carlo Strategies in Scientific Computing

Monte Carlo Strategies in Scientific Computing PDF Author: Jun S. Liu
Publisher: Springer Science & Business Media
ISBN: 0387763716
Category : Mathematics
Languages : en
Pages : 350

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Book Description
This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.

Innovative Techniques and Applications of Modelling, Identification and Control

Innovative Techniques and Applications of Modelling, Identification and Control PDF Author: Quanmin Zhu
Publisher: Springer
ISBN: 9811072124
Category : Technology & Engineering
Languages : en
Pages : 455

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Book Description
This book presents the most important findings from the 9th International Conference on Modelling, Identification and Control (ICMIC’17), held in Kunming, China on July 10–12, 2017. It covers most aspects of modelling, identification, instrumentation, signal processing and control, with a particular focus on the applications of research in multi-agent systems, robotic systems, autonomous systems, complex systems, and renewable energy systems. The book gathers thirty comprehensively reviewed and extended contributions, which help to promote evolutionary computation, artificial intelligence, computation intelligence and soft computing techniques to enhance the safety, flexibility and efficiency of engineering systems. Taken together, they offer an ideal reference guide for researchers and engineers in the fields of electrical/electronic engineering, mechanical engineering and communication engineering.