Méthodes de Monte Carlo avec R
by Robert, Christian, Casella, Georges, Robert, Joachim
fromPratique R
Complex stochastic systems
by Barndorff-Nielsen, Ole E., Cox, David Roxbee, Klüppelberg, Claudia, Séminaire Européen de Statistique on "Complex Stochastic Systems", Eindhoven, Netherlands), Séminaire Européen de Statistique on "Complex Stochastic Systems", Eindhoven)
fromMonographs on statistics and applied probability
"In formulating a stochastic model to describe a real phenomenon, it used to be that one compromised between choosing a model that is a realistic replica of the actual situation and choosing one whose mathematical analysis is tractable. That is, there did not seem to be any payo…
Monte Carlo methods are revolutionising the on-line analysis of data in fields as diverse as financial modelling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and s…
"Monte Carlo methods are revolutionizing the on-line analysis of data in fields as diverse as financial modeling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and s…
Minimization of computational costs of non-analogue Monte Carlo methods
by Michajlov, G. A., Michajlov, Gennadij Alekseevič, Mathematiker, Sowjetunion, Michajlov, Gennadij Alekseevič, Mathématicien, Union Soviétique, Michajlov, Gennadij Alekseevič, Mathematician, Soviet Union
fromSeries on Soviet and East European mathematics