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Books > Business & Money > Education & Reference > Statistics > 0387763694
  1. Monte Carlo Strategies in Scientific Computing (Springer Series in Statistics)
    Monte Carlo Strategies in Scientific Computing (Springer Series in Statistics)
    Monte Carlo Strategies in Scientific Computing (Springer Series in Statistics)
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  2. Monte Carlo Strategies in Scientific Computing (Springer Series in Statistics)

    Delivery: 10-20 Working Days
    Customer Ratings (3 reviews)
    Price R2812.00

Additional Information

This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.

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Jun S. Liu
Most Helpful Customer Reviews

Terse, but precise and very comprehensive. Excellent book for a practicing MC'er
I purchased this book because it had a section on Hybrid Monte Carlo and I was looking for something longer and more recent than Radford Neal's well-known paper on the subject.

The HMC portion of the book was pretty thorough but riddled with spelling and grammatical errors in the text, enough that I became suspicious that this was a draft that had seen only one or two casual QA/editing passes. That led me to suspect there might be errors in the math, which drive me crazy -- nothing frustrates me more than spending a lot of time trying to understand a set of equations before realizing there's a typo in them.

If you're looking for a book that covers a topic that others don't, it's probably worth getting, especially if you're really comfortable with the math, but I wouldn't recommend as a general introduction to Monte Carlo methods.
great book by great mind to great ideas with great math plus great english and great contents given great methods
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