The Resource Independent random sampling methods, Luca Martino, David Luengo, Joaquín Míguez
Independent random sampling methods, Luca Martino, David Luengo, Joaquín Míguez
Resource Information
The item Independent random sampling methods, Luca Martino, David Luengo, Joaquín Míguez represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Independent random sampling methods, Luca Martino, David Luengo, Joaquín Míguez represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
 Summary
 This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both generalpurpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common realworld 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 readytorun 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.
 Language
 eng
 Extent
 1 online resource (xii, 280 pages)
 Contents

 Intro; Contents; List of Tables; 1 Introduction; 1.1 The Monte Carlo Method: A Brief History; 1.2 The Need for Monte Carlo; 1.2.1 Numerical Integration; 1.2.2 Importance Sampling; Bayesian Inference via IS; 1.2.3 QuasiMonte Carlo; 1.2.4 Inverse Monte Carlo; 1.3 Random Number Generation; 1.3.1 Random, PseudoRandom, QuasiRandom; 1.4 PseudoRandom Number Generators; 1.4.1 Nonlinear Recursions; Invariant Sets; 1.4.2 Chaotic PseudoRandom Number Generators; 1.4.3 The MiddleSquare Generator; 1.4.4 Linear Congruential Generators; General LCGs; 1.5 Random Sampling Methods; 1.5.1 Direct Methods
 1.5.2 Accept/Reject Methods1.5.3 Markov Chain Monte Carlo (MCMC); 1.5.4 Importance Sampling; 1.5.5 Hybrid Techniques; 1.6 Goal and Organization of This Book; 1.6.1 Motivation and Goals; 1.6.2 Organization of the Book; References; 2 Direct Methods; 2.1 Introduction; 2.2 Notation; 2.2.1 Vectors, Points, and Intervals; 2.2.2 Random Variables, Distributions, and Densities; 2.2.3 Sets; 2.3 Transformations of Random Variables; 2.3.1 OnetoOne Transformations; Invertible Transformations; Noninvertible Transformations; 2.3.2 ManytoOne Transformations; Scale Transformation
 2.3.3 Deconvolution Method2.3.4 Discrete Mixtures; Partition into Intervals; Pdf Expressed as an Infinite Series; 2.3.5 Continuous Mixtures: Marginalization; 2.3.6 Order Statistics; 2.4 Universal Direct Methods; 2.4.1 Inversion Method; Numerical Inversion of FX(x)=u; Truncated Random Variables; Order Statistics; Maximum of N i.i.d. Random Variates; Dependent Random Variates; Inversion for Multivariate Targets; 2.4.2 Vertical Density Representation (VDR); An Alternative Interpretation of the VDR Approach; 2.4.3 The Fundamental Theorem of Simulation; 2.4.4 InverseofDensity Method
 IoD for Monotonic Univariate Target pdfsIoD for Generic Target pdfs; Khintchine's Method for Monotonic Target pdfs; 2.5 Tailored Techniques; 2.5.1 Recursive Methods; 2.5.2 Convex Densities; 2.6 Examples; 2.6.1 Multiplication of Independent Uniform Random Variates; 2.6.2 Sum of Independent Uniform Random Variates; 2.6.3 Polynomial Densities with Nonnegative Coefficients; 2.6.4 Polynomial Densities with One or More Negative Constants; 2.7 Summary; References; 3 AcceptReject Methods; 3.1 Introduction; 3.2 Rejection Sampling; 3.2.1 Acceptance Rate; 3.2.2 Distribution of the Rejected Samples
 3.2.3 Distribution of the Accepted and Rejected Samples with Generic L>03.2.4 Different Application Scenarios; 3.2.5 Butcher's Version of the Rejection Sampler; 3.2.6 Vaduva's Modification of the Butcher's Method; 3.2.7 Lux's Extension; 3.3 Computational Cost; 3.3.1 Further Considerations About the Acceptance Rate; 3.3.2 Squeezing; 3.3.3 Sibuya's Modified Rejection Method; 3.4 Band Rejection Method; 3.4.1 Preliminaries; 3.4.2 Generalized Band Rejection Algorithm; 3.4.3 PayneDagpunar's Band Rejection; 3.5 AcceptanceComplement Method; 3.6 RS with Stepwise Proposals; 3.6.1 Strip Methods
 Isbn
 9783319726342
 Label
 Independent random sampling methods
 Title
 Independent random sampling methods
 Statement of responsibility
 Luca Martino, David Luengo, Joaquín Míguez
 Language
 eng
 Summary
 This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both generalpurpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common realworld 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 readytorun 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.
 Assigning source
 Provided by publisher
 Cataloging source
 GW5XE
 http://library.link/vocab/creatorName
 Martino, Luca
 Dewey number
 519.5/2
 Illustrations
 illustrations
 Index
 no index present
 LC call number
 QA276.6
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 http://library.link/vocab/relatedWorkOrContributorName

 Luengo, David
 Míguez, Joaquín
 Series statement
 Statistics and computing,
 http://library.link/vocab/subjectName

 Sampling (Statistics)
 Statistics
 Statistics and Computing/Statistics Programs
 Mathematics of Computing
 Quantitative Finance
 Statistical Theory and Methods
 Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
 Label
 Independent random sampling methods, Luca Martino, David Luengo, Joaquín Míguez
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code
 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code
 txt
 Content type MARC source
 rdacontent
 Contents

 Intro; Contents; List of Tables; 1 Introduction; 1.1 The Monte Carlo Method: A Brief History; 1.2 The Need for Monte Carlo; 1.2.1 Numerical Integration; 1.2.2 Importance Sampling; Bayesian Inference via IS; 1.2.3 QuasiMonte Carlo; 1.2.4 Inverse Monte Carlo; 1.3 Random Number Generation; 1.3.1 Random, PseudoRandom, QuasiRandom; 1.4 PseudoRandom Number Generators; 1.4.1 Nonlinear Recursions; Invariant Sets; 1.4.2 Chaotic PseudoRandom Number Generators; 1.4.3 The MiddleSquare Generator; 1.4.4 Linear Congruential Generators; General LCGs; 1.5 Random Sampling Methods; 1.5.1 Direct Methods
 1.5.2 Accept/Reject Methods1.5.3 Markov Chain Monte Carlo (MCMC); 1.5.4 Importance Sampling; 1.5.5 Hybrid Techniques; 1.6 Goal and Organization of This Book; 1.6.1 Motivation and Goals; 1.6.2 Organization of the Book; References; 2 Direct Methods; 2.1 Introduction; 2.2 Notation; 2.2.1 Vectors, Points, and Intervals; 2.2.2 Random Variables, Distributions, and Densities; 2.2.3 Sets; 2.3 Transformations of Random Variables; 2.3.1 OnetoOne Transformations; Invertible Transformations; Noninvertible Transformations; 2.3.2 ManytoOne Transformations; Scale Transformation
 2.3.3 Deconvolution Method2.3.4 Discrete Mixtures; Partition into Intervals; Pdf Expressed as an Infinite Series; 2.3.5 Continuous Mixtures: Marginalization; 2.3.6 Order Statistics; 2.4 Universal Direct Methods; 2.4.1 Inversion Method; Numerical Inversion of FX(x)=u; Truncated Random Variables; Order Statistics; Maximum of N i.i.d. Random Variates; Dependent Random Variates; Inversion for Multivariate Targets; 2.4.2 Vertical Density Representation (VDR); An Alternative Interpretation of the VDR Approach; 2.4.3 The Fundamental Theorem of Simulation; 2.4.4 InverseofDensity Method
 IoD for Monotonic Univariate Target pdfsIoD for Generic Target pdfs; Khintchine's Method for Monotonic Target pdfs; 2.5 Tailored Techniques; 2.5.1 Recursive Methods; 2.5.2 Convex Densities; 2.6 Examples; 2.6.1 Multiplication of Independent Uniform Random Variates; 2.6.2 Sum of Independent Uniform Random Variates; 2.6.3 Polynomial Densities with Nonnegative Coefficients; 2.6.4 Polynomial Densities with One or More Negative Constants; 2.7 Summary; References; 3 AcceptReject Methods; 3.1 Introduction; 3.2 Rejection Sampling; 3.2.1 Acceptance Rate; 3.2.2 Distribution of the Rejected Samples
 3.2.3 Distribution of the Accepted and Rejected Samples with Generic L>03.2.4 Different Application Scenarios; 3.2.5 Butcher's Version of the Rejection Sampler; 3.2.6 Vaduva's Modification of the Butcher's Method; 3.2.7 Lux's Extension; 3.3 Computational Cost; 3.3.1 Further Considerations About the Acceptance Rate; 3.3.2 Squeezing; 3.3.3 Sibuya's Modified Rejection Method; 3.4 Band Rejection Method; 3.4.1 Preliminaries; 3.4.2 Generalized Band Rejection Algorithm; 3.4.3 PayneDagpunar's Band Rejection; 3.5 AcceptanceComplement Method; 3.6 RS with Stepwise Proposals; 3.6.1 Strip Methods
 Control code
 SPR1030438624
 Dimensions
 unknown
 Extent
 1 online resource (xii, 280 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9783319726342
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code
 c
 Other control number
 10.1007/9783319726342
 Other physical details
 illustrations (some color)
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number

 on1030438624
 (OCoLC)1030438624
 Label
 Independent random sampling methods, Luca Martino, David Luengo, Joaquín Míguez
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code
 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code
 txt
 Content type MARC source
 rdacontent
 Contents

 Intro; Contents; List of Tables; 1 Introduction; 1.1 The Monte Carlo Method: A Brief History; 1.2 The Need for Monte Carlo; 1.2.1 Numerical Integration; 1.2.2 Importance Sampling; Bayesian Inference via IS; 1.2.3 QuasiMonte Carlo; 1.2.4 Inverse Monte Carlo; 1.3 Random Number Generation; 1.3.1 Random, PseudoRandom, QuasiRandom; 1.4 PseudoRandom Number Generators; 1.4.1 Nonlinear Recursions; Invariant Sets; 1.4.2 Chaotic PseudoRandom Number Generators; 1.4.3 The MiddleSquare Generator; 1.4.4 Linear Congruential Generators; General LCGs; 1.5 Random Sampling Methods; 1.5.1 Direct Methods
 1.5.2 Accept/Reject Methods1.5.3 Markov Chain Monte Carlo (MCMC); 1.5.4 Importance Sampling; 1.5.5 Hybrid Techniques; 1.6 Goal and Organization of This Book; 1.6.1 Motivation and Goals; 1.6.2 Organization of the Book; References; 2 Direct Methods; 2.1 Introduction; 2.2 Notation; 2.2.1 Vectors, Points, and Intervals; 2.2.2 Random Variables, Distributions, and Densities; 2.2.3 Sets; 2.3 Transformations of Random Variables; 2.3.1 OnetoOne Transformations; Invertible Transformations; Noninvertible Transformations; 2.3.2 ManytoOne Transformations; Scale Transformation
 2.3.3 Deconvolution Method2.3.4 Discrete Mixtures; Partition into Intervals; Pdf Expressed as an Infinite Series; 2.3.5 Continuous Mixtures: Marginalization; 2.3.6 Order Statistics; 2.4 Universal Direct Methods; 2.4.1 Inversion Method; Numerical Inversion of FX(x)=u; Truncated Random Variables; Order Statistics; Maximum of N i.i.d. Random Variates; Dependent Random Variates; Inversion for Multivariate Targets; 2.4.2 Vertical Density Representation (VDR); An Alternative Interpretation of the VDR Approach; 2.4.3 The Fundamental Theorem of Simulation; 2.4.4 InverseofDensity Method
 IoD for Monotonic Univariate Target pdfsIoD for Generic Target pdfs; Khintchine's Method for Monotonic Target pdfs; 2.5 Tailored Techniques; 2.5.1 Recursive Methods; 2.5.2 Convex Densities; 2.6 Examples; 2.6.1 Multiplication of Independent Uniform Random Variates; 2.6.2 Sum of Independent Uniform Random Variates; 2.6.3 Polynomial Densities with Nonnegative Coefficients; 2.6.4 Polynomial Densities with One or More Negative Constants; 2.7 Summary; References; 3 AcceptReject Methods; 3.1 Introduction; 3.2 Rejection Sampling; 3.2.1 Acceptance Rate; 3.2.2 Distribution of the Rejected Samples
 3.2.3 Distribution of the Accepted and Rejected Samples with Generic L>03.2.4 Different Application Scenarios; 3.2.5 Butcher's Version of the Rejection Sampler; 3.2.6 Vaduva's Modification of the Butcher's Method; 3.2.7 Lux's Extension; 3.3 Computational Cost; 3.3.1 Further Considerations About the Acceptance Rate; 3.3.2 Squeezing; 3.3.3 Sibuya's Modified Rejection Method; 3.4 Band Rejection Method; 3.4.1 Preliminaries; 3.4.2 Generalized Band Rejection Algorithm; 3.4.3 PayneDagpunar's Band Rejection; 3.5 AcceptanceComplement Method; 3.6 RS with Stepwise Proposals; 3.6.1 Strip Methods
 Control code
 SPR1030438624
 Dimensions
 unknown
 Extent
 1 online resource (xii, 280 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9783319726342
 Level of compression
 unknown
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code
 c
 Other control number
 10.1007/9783319726342
 Other physical details
 illustrations (some color)
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number

 on1030438624
 (OCoLC)1030438624
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