Non-Fiction Books:

Advanced Variance Reduction Techniques For Mcmc

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Hardback
  • Advanced Variance Reduction Techniques For Mcmc on Hardback by Denis Belomestny
  • Advanced Variance Reduction Techniques For Mcmc on Hardback by Denis Belomestny
$356.99 was $458.99
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Description

The book is devoted to contemporary variance reduction methods for Monte Carlo and Markov Chain (MCMC) with Machine Learning and Finance applications. We present new approaches based on martingale representations, and Stein control variates besides the standard techniques. In addition, the book focuses on developing new variance reduction algorithms in MCMC and their theoretical analysis. Readers will find numerical examples that illustrate all proposed algorithms.
Release date Australia
January 31st, 2025
Audiences
  • Professional & Vocational
  • Tertiary Education (US: College)
Pages
500
ISBN-13
9789811287770
Product ID
38518501

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