Perfect Simulation (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

0 avg rating
( 0 ratings by Goodreads )
 
9781482232448: Perfect Simulation (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)
View all copies of this ISBN edition:
 
 

Exact sampling, specifically coupling from the past (CFTP), allows users to sample exactly from the stationary distribution of a Markov chain. During its nearly 20 years of existence, exact sampling has evolved into perfect simulation, which enables high-dimensional simulation from interacting distributions.

Perfect Simulation illustrates the application of perfect simulation ideas and algorithms to a wide range of problems. The book is one of the first to bring together research on simulation from statistics, physics, finance, computer science, and other areas into a unified framework. You will discover the mechanisms behind creating perfect simulation algorithms for solving an array of problems.

The author describes numerous protocol methodologies for designing algorithms for specific problems. He first examines the commonly used acceptance/rejection (AR) protocol for creating perfect simulation algorithms. He then covers other major protocols, including CFTP; the Fill, Machida, Murdoch, and Rosenthal (FMMR) method; the randomness recycler; retrospective sampling; and partially recursive AR, along with multiple variants of these protocols. The book also shows how perfect simulation methods have been successfully applied to a variety of problems, such as Markov random fields, permutations, stochastic differential equations, spatial point processes, Bayesian posteriors, combinatorial objects, and Markov processes.

"synopsis" may belong to another edition of this title.

About the Author:

Mark L. Huber is the Fletcher Jones Associate Professor of Mathematics and Statistics and George R. Roberts Fellow at Claremont McKenna College. Dr. Huber works in the area of computational probability, designing Monte Carlo methods for applications in statistics and computer science. His research interests include applied mathematics, calculus, computers, probability, and statistics. He earned a PhD from Cornell University.

Review:

"... Today perfect simulation is a flourishing area with many quite distinct protocols and algorithms. This monograph reviews many of these. It assumes no prior knowledge (other than the very basics of probability), and is replete with illustrative examples and discussion. It has no exercises. It would be very suitable as a text with which to introduce a graduate student to perfect simulation; it would also be an ideal entrée to this research area for any mathematician, engineer or computer scientist with some basic knowledge of probability. It is very well written, and manages to be simultaneously approachable and precise."
―David J. Galvin in Mathematical Reviews, March 2017

"... The author himself was at the center of this ..., being the author of a number of important articles on perfect simulation. This places him ideally to write the first book fully dedicated to the development of the field. Moreover, he is known as a speaker who has the ability to convey complex mathematical ideas in a clear manner. The writing here follows suit; I found it crisp and concise. ... The book has no conventional exercises. Going through its theoretical derivations, however, can be a useful, yet nontrivial exercise. The notions are clearly defined and illustrated by examples that start simple and grow more complex as the readers’ understanding grows."
―Radu V. Craiu, University of Toronto, in Journal of the American Statistical Association, January 2017

"This book offers the first comprehensive description of many fascinating perfect simulation techniques, which mainly have emerged within the last twenty years. It is enjoyable reading."
Jesper Møller, Professor of Statistics, Department of Mathematical Science, Aalborg University

"... a close to perfect entry to a decade of work on perfect sampling. If you have not heard of the concept before, consider yourself lucky to be offered such gentle guidance into it. If you have dabbled with perfect sampling before, reading the book will be like meeting old friends and hearing about their latest deeds: Mark Huber’s book should bring you a new perspective on the topic."
Christian Robert, Université Paris Dauphine and University of Warwick

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Mark L. Huber
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Quantity Available: 1
Seller:
BooksForStudent
(West Bloomfield, MI, U.S.A.)
Rating
[?]

Book Description Condition: New. Brand New Book In Mint condition. Shipping with Trackable Method. No APO/FPO Addresses Please. Seller Inventory # 9781482232448NHS

More Information About This Seller | Contact this Seller

Buy New
US$ 70.26
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

2.

Mark L. Huber
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Quantity Available: 2
Seller:
firstbookstore
(New Delhi, India)
Rating
[?]

Book Description Condition: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Seller Inventory # AIND-79434

More Information About This Seller | Contact this Seller

Buy New
US$ 70.27
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

3.

Mark L. Huber
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Quantity Available: 1
Seller:
Bookshub
(Karol Bagh, India)
Rating
[?]

Book Description Condition: New. New. US edition. Perfect condition. Customer satisfaction our priority. Seller Inventory # ABE-FEB-95649

More Information About This Seller | Contact this Seller

Buy New
US$ 71.06
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

4.

Mark L. Huber
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Quantity Available: 1
Seller:
EBOOKSTORE2010
(New Delhi, ND, India)
Rating
[?]

Book Description Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Seller Inventory # SHUB95649

More Information About This Seller | Contact this Seller

Buy New
US$ 71.11
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

5.

Mark L. Huber
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Quantity Available: 2
Seller:
Romtrade Corp.
(STERLING HEIGHTS, MI, U.S.A.)
Rating
[?]

Book Description Condition: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery. Seller Inventory # AUSBNEW-79434

More Information About This Seller | Contact this Seller

Buy New
US$ 74.35
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

6.

Mark L. Huber
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Quantity Available: 1
Seller:
Basi6 International
(Irving, TX, U.S.A.)
Rating
[?]

Book Description Condition: Brand New. New, US edition. Excellent Customer Service. Seller Inventory # ABEUSA-95649

More Information About This Seller | Contact this Seller

Buy New
US$ 74.36
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

7.

Mark L. Huber
Published by Taylor Fransis
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Quantity Available: > 20
Seller:
INDOO
(Avenel, NJ, U.S.A.)
Rating
[?]

Book Description Taylor Fransis. Condition: New. Brand New. Seller Inventory # 1482232448

More Information About This Seller | Contact this Seller

Buy New
US$ 76.46
Convert Currency

Add to Basket

Shipping: US$ 3.60
Within U.S.A.
Destination, Rates & Speeds

8.

Huber, Mark L.
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Quantity Available: > 20
Seller:
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 2015. HRD. Condition: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Seller Inventory # VT-9781482232448

More Information About This Seller | Contact this Seller

Buy New
US$ 80.74
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

9.

Mark L. Huber
Published by Apple Academic Press Inc., Canada (2015)
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Hardcover Quantity Available: 10
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description Apple Academic Press Inc., Canada, 2015. Hardback. Condition: New. Language: English . Brand New Book. Exact sampling, specifically coupling from the past (C allows users to sample exactly from the stationary distribution of a Markov chain. During its nearly 20 years of existence, exact sampling has evolved into perfect simulation, which enables high-dimensional simulation from interacting distributions. Perfect Simulation illustrates the application of perfect simulation ideas and algorithms to a wide range of problems. The book is one of the first to bring together research on simulation from statistics, physics, finance, computer science, and other areas into a unified framework. You will discover the mechanisms behind creating perfect simulation algorithms for solving an array of problems. The author describes numerous protocol methodologies for designing algorithms for specific problems. He first examines the commonly used acceptance/rejection (AR) protocol for creating perfect simulation algorithms. He then covers other major protocols, including C the Fill, Machida, Murdoch, and Rosenthal (FMMR) method; the randomness recycler; retrospective sampling; and partially recursive AR, along with multiple variants of these protocols. The book also shows how perfect simulation methods have been successfully applied to a variety of problems, such as Markov random fields, permutations, stochastic differential equations, spatial point processes, Bayesian posteriors, combinatorial objects, and Markov processes. Seller Inventory # AA69781482232448

More Information About This Seller | Contact this Seller

Buy New
US$ 85.75
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Mark L. Huber
ISBN 10: 1482232448 ISBN 13: 9781482232448
New Quantity Available: 1
Seller:
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Condition: New. Bookseller Inventory # ST1482232448. Seller Inventory # ST1482232448

More Information About This Seller | Contact this Seller

Buy New
US$ 87.00
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book