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Author Barbu, Adrian, author
Title Monte Carlo methods / by Adrian Barbu, Song-Chun Zhu
Imprint Singapore : Springer Singapore : Imprint: Springer, 2020
book jacket
Descript 1 online resource (xvi, 422 pages) : illustrations, digital ; 24 cm
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
Note 1 Introduction to Monte Carlo Methods -- 2 Sequential Monte Carlo -- 3 Markov Chain Monte Carlo - the Basics -- 4 Metropolis Methods and Variants -- 5 Gibbs Sampler and its Variants -- 6 Cluster Sampling Methods -- 7 Convergence Analysis of MCMC -- 8 Data Driven Markov Chain Monte Carlo -- 9 Hamiltonian and Langevin Monte Carlo -- 10 Learning with Stochastic Gradient -- 11 Mapping the Energy Landscape
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 Carlo, Hamiltonian Monte Carlo, and energy landscape mapping. Due to its comprehensive nature, the book is suitable for developing and teaching graduate courses on Monte Carlo methods. To facilitate learning, each chapter includes several representative application examples from various fields. The book pursues two main goals: (1) It introduces researchers to applying Monte Carlo methods to broader problems in areas such as Computer Vision, Computer Graphics, Machine Learning, Robotics, Artificial Intelligence, etc.; and (2) it makes it easier for scientists and engineers working in these areas to employ Monte Carlo methods to enhance their research
Host Item Springer eBooks
Subject Monte Carlo method
Computer science -- Mathematics
Mathematical statistics
Optical data processing
Computational Mathematics and Numerical Analysis
Probability and Statistics in Computer Science
Computer Imaging, Vision, Pattern Recognition and Graphics
Statistical Theory and Methods
Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
Alt Author Zhu, Song-Chun, author
SpringerLink (Online service)
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