Monte Carlo Methods

This book seeks to bridge the gap between statistics and computer science. It provides an overview of Monte Carlo methods, including Sequential Monte Carlo, Markov Chain Monte Carlo, Metropolis-Hastings, Gibbs Sampler, Cluster Sampling, Data Driven MCMC, Stochastic Gradient descent, Langevin Monte C...

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Bibliographic Details
Main Authors: Barbu, Adrian (Author), Zhu, Song Chun (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Singapore : Springer Singapore : Imprint: Springer, 2020.
Edition:1st ed. 2020.
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