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Books Year : 2013

Mean field simulation for Monte Carlo integration

Abstract

In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Markov chain Monte Carlo models; bootstrapping methods; ensemble Kalman filters; and interacting particle filters.
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Dates and versions

hal-00932211 , version 1 (16-01-2014)

Identifiers

  • HAL Id : hal-00932211 , version 1

Cite

Pierre del Moral. Mean field simulation for Monte Carlo integration. Chapman&Hall, pp.626, 2013, Monographs on Statistics & Applied Probability. ⟨hal-00932211⟩
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