Independent Random Sampling Methods
暫譯: 獨立隨機抽樣方法
Martino, Luca, Luengo, David, Miguez, Joaquin
- 出版商: Springer
- 出版日期: 2019-02-09
- 售價: $6,480
- 貴賓價: 9.5 折 $6,156
- 語言: 英文
- 頁數: 280
- 裝訂: Quality Paper - also called trade paper
- ISBN: 3030102416
- ISBN-13: 9783030102418
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商品描述
This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world 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 ready-to-run 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.
商品描述(中文翻譯)
本書系統性地探討獨立隨機抽樣的高效技術的設計與分析。書中介紹並詳細討論了通用方法,這些方法可用於從任意機率分佈中生成樣本,以及針對常見現實問題而設計的專門技術。本專著呈現了該領域的基本結果和方法論,並將其詳細闡述和發展為最新技術。理論和方法通過多樣的範例進行說明,這些範例在文本中詳細討論,並附有可直接運行的電腦程式碼。
本書主要解決的問題是如何在最弱的約束或假設下,從任意機率分佈中生成獨立隨機樣本,並以適合實際應用的形式呈現。作者回顧了該領域的基本結果和方法,探討了最新的方法,並強調了表面上看似不同的技術之間的聯繫和相互作用。
作者簡介
Luca Martino is currently a research fellow at the University of Valencia, Spain, after having held positions at the Carlos III University of Madrid, Spain, the University of Helsinki, Finland and the University of São Paulo, Brazil. His research interests are in the fields of statistical signal processing and computational statistics, especially in connection with Bayesian analysis and Monte Carlo approximation methods.
David Luengo is an Associate Professor at the Technical University of Madrid, Spain. His research interests are in the broad fields of statistical signal processing and machine learning, especially Bayesian learning and inference, Gaussian processes, Monte Carlo algorithms, sparse signal processing and Bayesian non-parametrics. Dr. Luengo has co-authored over 70 research papers, which were published in international journals and conference volumes.
Joaquín Míguez is an Associate Professor at the Carlos III University of Madrid, Spain. His interests are in the fields of applied probability, computational statistics, dynamical systems and the theory and applications of the Monte Carlo methods. Having published extensively and lectured internationally on his research, he was a co-recipient of the IEEE Signal Processing Magazine Best Paper Award in 2007.
作者簡介(中文翻譯)
Luca Martino 目前是西班牙瓦倫西亞大學的研究員,此前曾在西班牙馬德里卡洛斯三世大學、芬蘭赫爾辛基大學和巴西聖保羅大學任職。他的研究興趣集中在統計信號處理和計算統計領域,特別是與貝葉斯分析和蒙地卡羅近似方法相關的研究。
David Luengo 是西班牙馬德里理工大學的副教授。他的研究興趣涵蓋統計信號處理和機器學習的廣泛領域,特別是貝葉斯學習和推斷、高斯過程、蒙地卡羅算法、稀疏信號處理和貝葉斯非參數方法。Luengo 博士已共同撰寫超過 70 篇研究論文,這些論文發表在國際期刊和會議論文集中。
Joaquín Míguez 是西班牙馬德里卡洛斯三世大學的副教授。他的研究興趣包括應用概率、計算統計、動態系統以及蒙地卡羅方法的理論和應用。他在研究方面發表了大量論文並在國際上講授,並於 2007 年共同獲得 IEEE 信號處理雜誌最佳論文獎。