An introduction to statistical computing : (Record no. 12859)
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| International Standard Book Number | 9781118728024 |
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| International Standard Book Number | 9781118728048 |
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| International Standard Book Number | 1299805329 |
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| Cancelled/invalid ISBN | 9781118357729 |
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| Publisher number | EB00088144 |
| Source | Recorded Books |
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| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)849801365 |
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| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 511783 |
| Source of stock number/acquisition | MIL |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA276.4 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 003000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 029000 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.501/13 |
| Edition number | 23 |
| 084 ## - OTHER CLASSIFICATION NUMBER | |
| Classification number | MAT029000 |
| Source of number | bisacsh |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Voss, Jochen. |
| 245 13 - TITLE STATEMENT | |
| Title | An introduction to statistical computing : |
| Remainder of title | a simulation-based approach / |
| Statement of responsibility, etc | Jochen Voss. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | First edition. |
| 264 #1 - | |
| -- | Chichester, West Sussex, UK : |
| -- | John Wiley & Sons, Inc., |
| -- | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley series in computational statistics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 588 0# - | |
| -- | Print version record and CIP data provided by publisher; resource not viewed. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "This is a book about exploring random systems using computer simulation and thus, this book combines two different topic areas which have always fascinated me: the mathematical theory of probability and the art of programming computers"-- |
| -- | Provided by publisher. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | An Introduction to Statistical Computing; Contents; List of algorithms; Preface; Nomenclature; 1 Random number generation; 1.1 Pseudo random number generators; 1.1.1 The linear congruential generator; 1.1.2 Quality of pseudo random number generators; 1.1.3 Pseudo random number generators in practice; 1.2 Discrete distributions; 1.3 The inverse transform method; 1.4 Rejection sampling; 1.4.1 Basic rejection sampling; 1.4.2 Envelope rejection sampling; 1.4.3 Conditional distributions; 1.4.4 Geometric interpretation; 1.5 Transformation of random variables; 1.6 Special-purpose methods. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1.7 Summary and further readingExercises; 2 Simulating statistical models; 2.1 Multivariate normal distributions; 2.2 Hierarchical models; 2.3 Markov chains; 2.3.1 Discrete state space; 2.3.2 Continuous state space; 2.4 Poisson processes; 2.5 Summary and further reading; Exercises; 3 Monte Carlo methods; 3.1 Studying models via simulation; 3.2 Monte Carlo estimates; 3.2.1 Computing Monte Carlo estimates; 3.2.2 Monte Carlo error; 3.2.3 Choice of sample size; 3.2.4 Refined error bounds; 3.3 Variance reduction methods; 3.3.1 Importance sampling; 3.3.2 Antithetic variables; 3.3.3 Control variates. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 3.4 Applications to statistical inference3.4.1 Point estimators; 3.4.2 Confidence intervals; 3.4.3 Hypothesis tests; 3.5 Summary and further reading; Exercises; 4 Markov Chain Monte Carlo methods; 4.1 The Metropolis-Hastings method; 4.1.1 Continuous state space; 4.1.2 Discrete state space; 4.1.3 Random walk Metropolis sampling; 4.1.4 The independence sampler; 4.1.5 Metropolis-Hastings with different move types; 4.2 Convergence of Markov Chain Monte Carlo methods; 4.2.1 Theoretical results; 4.2.2 Practical considerations; 4.3 Applications to Bayesian inference; 4.4 The Gibbs sampler. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 4.4.1 Description of the method4.4.2 Application to parameter estimation; 4.4.3 Applications to image processing; 4.5 Reversible Jump Markov Chain Monte Carlo; 4.5.1 Description of the method; 4.5.2 Bayesian inference for mixture distributions; 4.6 Summary and further reading; 4.6 Exercises; 5 Beyond Monte Carlo; 5.1 Approximate Bayesian Computation; 5.1.1 Basic Approximate Bayesian Computation; 5.1.2 Approximate Bayesian Computation with regression; 5.2 Resampling methods; 5.2.1 Bootstrap estimates; 5.2.2 Applications to statistical inference; 5.3 Summary and further reading; Exercises. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 6 Continuous-time models6.1 Time discretisation; 6.2 Brownian motion; 6.2.1 Properties; 6.2.2 Direct simulation; 6.2.3 Interpolation and Brownian bridges; 6.3 Geometric Brownian motion; 6.4 Stochastic differential equations; 6.4.1 Introduction; 6.4.2 Stochastic analysis; 6.4.3 Discretisation schemes; 6.4.4 Discretisation error; 6.5 Monte Carlo estimates; 6.5.1 Basic Monte Carlo; 6.5.2 Variance reduction methods; 6.5.3 Multilevel Monte Carlo estimates; 6.6 Application to option pricing; 6.7 Summary and further reading; Exercises; Appendix A Probability reminders; A.1 Events and probability. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics |
| General subdivision | Data processing. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS |
| General subdivision | Probability & Statistics |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics |
| General subdivision | Data processing. |
| Source of heading or term | fast |
| -- | (OCoLC)fst01012133 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| Main entry heading | Voss, Jochen. |
| Title | Introduction to statistical computing. |
| Place, publisher, and date of publication | Chichester, West Sussex : Wiley, 2014 |
| International Standard Book Number | 9781118357729 |
| Record control number | (DLC) 2013019321 |
| -- | (OCoLC)841894071 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley series in computational statistics. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://onlinelibrary.wiley.com/book/10.1002/9781118728048">http://onlinelibrary.wiley.com/book/10.1002/9781118728048</a> |
| Public note | Wiley Online Library |
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