Advanced Variance Reduction Techniques For Mcmc
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69 273 Ft (65 975 Ft + 5% VAT)
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69 273 Ft
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Product details:
- Publisher World Scientific
- Date of Publication 31 January 2027
- ISBN 9789811287770
- Binding Hardback
- No. of pages500 pages
- Language English 0
Categories
Long 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.
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