By Jun S. Liu

ISBN-10: 0387763694

ISBN-13: 9780387763699

ISBN-10: 0387763716

ISBN-13: 9780387763712

This paperback version is a reprint of the 2001 Springer edition.

This booklet presents a self-contained and updated remedy of the Monte Carlo strategy and develops a typical framework lower than which numerous Monte Carlo ideas will be "standardized" and in comparison. Given the interdisciplinary nature of the subjects and a reasonable prerequisite for the reader, this publication can be of curiosity to a vast viewers of quantitative researchers similar to computational biologists, computing device scientists, econometricians, engineers, probabilists, and statisticians. it will possibly even be used because the textbook for a graduate-level direction on Monte Carlo equipment. Many difficulties mentioned within the adjust chapters will be power thesis issues for masters’ or Ph.D. scholars in information or computing device technological know-how departments.

Jun Liu is Professor of information at Harvard college, with a courtesy Professor appointment at Harvard Biostatistics division. Professor Liu was once the recipient of the 2002 COPSS Presidents' Award, the main prestigious one for statisticians and given every year by way of 5 major statistical institutions to 1 person below age forty. He was once chosen as a Terman Fellow by means of Stanford collage in 1995, as a Medallion Lecturer by means of the Institute of Mathematical information (IMS) in 2002, and as a Bernoulli Lecturer by way of the overseas Bernoulli Society in 2004. He used to be elected to the IMS Fellow in 2004 and Fellow of the yank Statistical organization in 2005. He and associates have released greater than a hundred thirty examine articles and booklet chapters on Bayesian modeling and computation, bioinformatics, genetics, sign processing, stochastic dynamic platforms, Monte Carlo equipment, and theoretical statistics.

"An first-class survey of present Monte Carlo equipment. The functions amply show the relevance of this method of sleek computing. The publication is very recommended." (Mathematical Reviews)

"This ebook presents entire assurance of Monte Carlo tools, and within the procedure uncovers and discusses commonalities between doubtless disparate recommendations that arose in numerous parts of software. … The publication is definitely prepared; the circulation of issues follows a logical improvement. … The assurance is up to date and entire, and so the booklet is an effective source for individuals carrying out learn on Monte Carlo tools. … The publication will be a great supplementary textual content for a path in medical computing … ." (SIAM Review)

"The energy of this e-book is in bringing jointly complicated Monte Carlo (MC) equipment built in lots of disciplines. … through the booklet are examples of concepts invented, or reinvented, in several fields that could be utilized somewhere else. … these attracted to utilizing MC to unravel tough difficulties will locate many principles, accrued from quite a few disciplines, and references for extra study." (Technometrics)