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1.

図書

図書
Arnaud Doucet, Nando de Freitas, Neil Gordon, editors ; foreword by Adrian Smith
出版情報: New York : Springer, c2001  xxvii, 581 p. ; 24 cm
シリーズ名: Statistics for engineering and information science
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2.

図書

図書
Christian P. Robert, George Casella
出版情報: New York : Springer, c2004  xxx, 645 p. ; 24 cm
シリーズ名: Springer texts in statistics
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3.

図書

図書
Daniel J. Duffy, Jörg Kienitz
出版情報: Chichester, U.K. : Wiley, 2009  xxv, 750 p. ; 26 cm.
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目次情報: 続きを見る
Preface
My First Monte Carlo Application One-Factor Problems / Chapter 0:
Mathematical Preparations for the Monte Carlo Method / Chapter 1:
The Mathematics of Stochastic Differential Equations (SDE) / Chapter 2:
Alternative SDEs and Toolkit Functionality / Chapter 3:
An Introduction to the Finite Difference Method for SDE / Chapter 4:
Design and Implementation of Finite Difference Schemes in Computational Finance / Chapter 5:
Advanced Finance Models and Numerical Methods / Chapter 6:
Architectures and Frameworks for Monte Carlo Methods: Overview / Chapter 8:
System Decomposition and System Patterns / Chapter 9:
Detailed Design using the GOF Patterns / Chapter 10:
Combining Object-Oriented and Generic Programming Models / Chapter 11:
Data Structures and their Application to the Monte Carlo Method / Chapter 12:
The Boost Library: An Introduction / Chapter 13:
C++ Application Optimisation and Performance Improvement / Chapter 21:
An Introduction to Multi-threaded and Parallel Programming / Chapter 24:
An Introduction to OpenMP and its Applications to the Monte Carlo Method / Chapter 25:
Excel, C++ and Monte Carlo Integration / Chapter 27:
Preface
My First Monte Carlo Application One-Factor Problems / Chapter 0:
Mathematical Preparations for the Monte Carlo Method / Chapter 1:
4.

図書

図書
Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim
出版情報: New York : Springer, c2000  xiii, 386 p. ; 25 cm
シリーズ名: Springer series in statistics
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5.

図書

図書
edited by M.P. Nightingale and C.J. Umrigar
出版情報: Dordrecht : Kluwer Academic, c1999  viii, 467 p. ; 25 cm
シリーズ名: NATO science series ; Ser. C . Mathematical and physical sciences ; v. 525
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6.

図書

図書
James J. Buckley and Leonard J. Jowers
出版情報: Berlin : Springer, c2008  xiii, 260 p. ; 25 cm
シリーズ名: Studies in fuzziness and soft computing ; 222
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7.

図書

図書
Paul Glasserman
出版情報: New York ; Tokyo : Springer, c2004  xiii, 596 p. ; 25 cm
シリーズ名: Applications of mathematics ; 53
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目次情報: 続きを見る
Foundations
Generating Random Numbers and Random Variables
Generating Sample Paths
Variance Reduction Techniques
Quasi-Monte Carlo Methods
Discretization Methods
Estimating Sensitivities
Pricing American Options
Applications in Risk Management
Appendices
Foundations
Generating Random Numbers and Random Variables
Generating Sample Paths
8.

図書

図書
Gerhard Winkler
出版情報: Berlin ; Tokyo : Springer, c2003  xvi, 387 p. ; 25 cm.
シリーズ名: Applications of mathematics ; 27
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目次情報: 続きを見る
Introduction
Bayesian Image Analysis: Introduction / Part I:
The Bayesian Paradigm / 1:
Warming up for Absolute Beginners / 1.1:
linages and Observations / 1.2:
Prior and Posterior Distributions / 1.3:
Bayes Estimators / 1.4:
Cleaning Dirty Pictures / 2:
Boundaries and Their Information Content / 2.1:
Towards Piccewiso Smoothing / 2.2:
Filters, Smoothers, and Bayes Estimators / 2.3:
Boundary Extraction / 2.4:
Dependence on Hyperparameters / 2.5:
Finite Random Fields / 3:
Markov Random Fields / 3.1:
Gibbs Fields and Potentials / 3.2:
Potentials Continued / 3.3:
The Gibbs Sampler and Simulated Annealing / Part II:
Markov Chains: Limit Theorems / 4:
Preliminaries / 4.1:
The Contraction Coefficient / 4.2:
Homogeneous Markov Chains / 4.3:
Exact Sampling / 4.4:
Inhomogeneous Markov Chains / 4.5:
A Law of Large Numbers for Inhomogeneous Chains / 4.6:
A Counterexample for the Law of Large Numbers / 4.7:
Gibbsian Sampling and Annealing / 5:
Sampling / 5.1:
Simulated Annealing / 5.2:
Discussion / 5.3:
Cooling Schedules / 6:
The ICM Algorithm / 6.1:
Exact MAP Estimation Versus Fast Cooling / 6.2:
Finite Time Annealing / 6.3:
Variations of the Gibbs Sampler / Part III:
Gibbsian Sampling and Annealing Revisited / 7:
A General Gibbs Sampler / 7.1:
Sampling and Annealing Under Constraints / 7.2:
Partially Parallel Algorithms / 8:
Synchronous Updating on Independent Sets / 8.1:
The Swendson-Wang Algorithm / 8.2:
Synchronous Algorithms / 9:
Invariant Distributions and Convergence / 9.1:
Support of the Limit Distribution / 9.2:
Synchronous Algorithms and Reversibility / 9.3:
Metropolis Algorithms and Spectral Methods / Part IV:
Metropolis Algorithms / 10:
Metropolis Sampling and Annealing / 10.1:
Convergence Theorems / 10.2:
Best Constants / 10.3:
About Visiting Schemes / 10.4:
Generalizations and Modifications / 10.5:
The Metropolis Algorithm in Combinatorial Optimization / 10.6:
The Spectral Gap and Convergence of Markov Chains / 11:
Eigenvalues of Markov Kernels / 11.1:
Geometric Convergence Rates / 11.2:
Eigenvalues, Sampling, Variance Reduction / 12:
Samplers and Their Eigenvalues / 12.1:
Variance Reduction / 12.2:
Importance Sampling / 12.3:
Continuous Time Processes / 13:
Discrete State Space / 13.1:
Continuous State Space / 13.2:
Texture Analysis / Part V:
Partitioning / 14:
How to Tell Textures Apart / 14.1:
Bayesian Texture Segmentation / 14.2:
Segmentation by a Boundary Model / 14.3:
Julesz's Conjecture and Two Point Processes / 14.4:
Random Fields and Texture Models / 15:
Neighbourhood Relations / 15.1:
Random Field Texture Models / 15.2:
Texture Synthesis / 15.3:
Bayesian Texture Classification / 16:
Contextual Classification / 16.1:
Marginal Posterior Modes Methods / 16.2:
Parameter Estimation / Part VI:
Maximum Likelihood Estimation / 17:
The Likelihood Function / 17.1:
Objective Functions / 17.2:
Consistency of Spatial ML Estimators / 18:
Observation Windows and Specifications / 18.1:
Pseudolikelihood Methods / 18.2:
Large Deviations and Full Maximum Likelihood / 18.3:
Partially Observed Data / 18.4:
Computation of Pull ML Estimators / 19:
A Naive Algorithm / 19.1:
Stochastic Optimization for the Full Likelihood / 19.2:
Main Results / 19.3:
Error Decomposition / 19.4:
Supplement / 19.5:
A Glance at Neural Networks / 20:
Boltzmann Machines / 20.1:
A Learning Rule / 20.2:
Three Applications / 21:
Motion Analysis / 21.1:
Tomographic Image Reconstruction / 21.2:
Biological Shape / 21.3:
Appendix / Part VIII:
Simulation of Random Variables / A:
Pseudorandom Numbers / A.1:
Discrete Random Variables / A.2:
Special Distributions / A.3:
Analytical Tools / B:
Concave Functions / B.1:
Convergence of Descent Algorithms / B.2:
A Discrete Gronwall Lemma / B.3:
A Gradient System / B.4:
Physical Imaging Systems / C:
The Software Package AntsInFields / D:
References
Symbols
Index
Introduction
Bayesian Image Analysis: Introduction / Part I:
The Bayesian Paradigm / 1:
9.

図書

図書
edited by K. Binder ; with contributions by K.Binder ... [et al.]
出版情報: Berlin ; Heidelberg ; New York ; Tokyo : Springer-Verlag, c1986  xv, 411 p. ; 25 cm
シリーズ名: Topics in current physics ; v. 7
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10.

図書

図書
Reuven Y. Rubinstein
出版情報: New York : Wiley, c1981  xv, 278 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics
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目次情報: 続きを見る
Systems, Models, Simulation and the Monte Carlo Method
Random Number Generation
Random Variate Generation
Monte Carlo Integration and Variance Reduction Techniques
Linear Equations and Markov Chains
Regenerative Method for Simulation Analysis
Monte Carlo Optimization
Appendix
Exercises
References
Index
Systems, Models, Simulation and the Monte Carlo Method
Random Number Generation
Random Variate Generation
11.

図書

図書
editors, Giovanni Ciccotti, Daan Frenkel, Ian R. McDonald
出版情報: Amsterdam ; Tokyo : North-Holland , New York, N.Y., U.S.A. : Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., 1987  xii, 481 p. ; 23 cm
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12.

図書

図書
with contributions by K. Binder ... [et al.] ; edited by K. Binder
出版情報: Berlin ; New York : Springer-Verlag, 1979  xiii, 376 p. ; 25 cm
シリーズ名: Topics in current physics ; v. 7
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13.

図書

図書
M.P. Allen and D.J. Tildesley
出版情報: Oxford [Oxfordshire] : Clarendon Press , New York : Oxford University Press, 1987  xix, 385 p. ; 24 cm
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目次情報: 続きを見る
Introduction
Statistical mechanics
Molecular dynamics
Monte Carlo methods
Some tricks of the trade
How to analyse the results
Advanced simulation techniques
Non-equilibrium molecular dynamics
Brownian dynamics
Quantum simulations
Some applications
Appendices
References
Index
Introduction
Statistical mechanics
Molecular dynamics
14.

図書

図書
edited by K. Binder ; with contributions by A. Baumgärtner ... [et al.]
出版情報: Berlin ; New York : Springer-Verlag, 1984  xiv, 311 p. ; 25 cm
シリーズ名: Topics in current physics ; 36
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15.

図書

図書
edited by K. Binder, with contributions by A. Baumgärtner ... [et al.]
出版情報: Berlin ; Tokyo : Springer-Verlag, c1987  xvi, 341 p. ; 25 cm
シリーズ名: Topics in current physics ; 36
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16.

図書

図書
Malvin H. Kalos, Paula A. Whitlock
出版情報: New York : J. Wiley, c1986  ix, 186 p. ; 24 cm
シリーズ名: A Wiley-Interscience publication ; . Monte Carlo methods ; v. 1
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目次情報: 続きを見る
What is Monte Carlo?
A Bit of Probability Theory
Sampling Random Variables
Monte Carlo Evaluation of Finite-Dimensional Integrals
Statistical Physics
Simulations of Stochastic Systems: Radiation Transport
Random Walks and Integral Equations
Introduction to Green's Function Monte Carlo
Appendixes
Index
What is Monte Carlo?
A Bit of Probability Theory
Sampling Random Variables
17.

図書

図書
Gerhard Winkler
出版情報: Berlin ; New York : Springer-Verlag, c1995  xiv, 324 p. ; 24 cm
シリーズ名: Applications of mathematics ; 27
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18.

図書

図書
by G.I. Marchuk ... [et al.]
出版情報: Berlin ; New York : Springer-Verlag, 1980  viii, 208 p. ; 24 cm
シリーズ名: Springer series in optical sciences ; 12
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19.

図書

図書
[by] Jerome Spanier and Ely M. Gelbard
出版情報: Reading, Mass. : Addison-Wesley Pub. Co, 1969  xiv, 234 p ; 24 cm
シリーズ名: Addison-Wesley series in computer science and information processing
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20.

図書

図書
by Ernest J. Mosbaek and Herman O. Wold ; with contributions by Ejnar Lyttkens, Anders Ågren and Lennart Bodin
出版情報: Amsterdam : North-Holland Pub. Co., 1970, c1969  xxii, 542 p ; 25 cm
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21.

図書

図書
edited by K. Binder ; with contributions by A. Baumgärtner ... [et al.]
出版情報: Berlin ; Tokyo : Springer-Verlag, c1992  xvi, 392 p. ; 25 cm
シリーズ名: Topics in applied physics ; v. 71
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22.

図書

図書
Gennadii A. Mikhailov ; translated by Karl K. Sabelfeld
出版情報: Berlin ; New York ; Tokyo : Springer-Verlag, c1992  xi, 225 p. ; 24 cm
シリーズ名: Springer series in computational physics
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23.

図書

図書
edited by George G. Lowry
出版情報: New York : M. Dekker, 1970  xi, 329 p. ; 24 cm
シリーズ名: Monographs in macromolecular chemistry
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24.

図書

図書
S. Jain
出版情報: Singapore ; Teaneck, N.J. : World Scientific, 1992  xii, 179 p. ; 23 cm
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25.

図書

図書
editor, V. Privman
出版情報: Singapore ; Teaneck : World Scientific, c1990  ix, 518 p. ; 23 cm
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26.

図書

図書
edited by Herbert Albert Meyer
出版情報: New York : Wiley, c1956  xvi, 382 p. ; 28 cm
シリーズ名: Wiley publications in statistics ; . Applied statistics
A Wiley publication in applied statistics
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27.

図書

図書
N.P. Buslenko ... [et al.] ; edited by Yu.A. Shreider ; translated from the Russian by G.J. Tee ; translation edited by D.M. Parkyn
出版情報: Oxford : Pergamon, 1966  xii, 381 p. ; 23 cm
シリーズ名: International series of monographs on pure and applied mathematics ; v. 87
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28.

図書

図書
Werner Schweika
出版情報: Berlin : Springer, c1998  x, 122 p. ; 24 cm
シリーズ名: Springer tracts in modern physics : Ergebnisse der exakten Naturwissenschaften / editor, G. Höhler ; 141
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29.

図書

図書
Harald Niederreiter ... [et al.] (editors)
出版情報: New York ; Tokyo : Springer, 1998  xii, 448 p. ; 24 cm
シリーズ名: Lecture notes in statistics ; 127
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30.

図書

図書
Kurt Binder, Dieter W. Heermann
出版情報: Berlin : Springer Verlag, c2010  xiv, 200 p. ; 24 cm
シリーズ名: Graduate texts in physics
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31.

図書

図書
Shigenori Tanaka, Pierre-Nicholas Roy, Lubos Mitas, editor[s] ; sponsored by the ACS Division of Physical Chemistry
出版情報: Washington, DC : American Chemical Society , [Oxford] : Distributed in print by Oxford University Press, c2016  ix, 173 p. ; 24 cm
シリーズ名: ACS symposium series ; 1234
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32.

図書

図書
David P. Landau, Kurt Binder
出版情報: Cambridge : Cambridge University Press, 2005  xv, 432 p. ; 26 cm
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目次情報: 続きを見る
Introduction / 1:
Some necessary background / 2:
Simple sampling Monte Carlo methods / 3:
Importance sampling Monte Carlo methods / 4:
More on importance sampling Monte Carlo method for lattice systems / 5:
Off-lattice models / 6:
Reweighting methods / 7:
Quantum Monte Carlo methods / 8:
Monte Carlo Renormalization Group methods / 9:
Non-equilibrium and irreversible processes / 10:
Lattice gauge models: a brief introduction / 11:
A brief review of other methods of computer simulation / 12:
Monte Carlo methods outside of physics / 13:
Outlook / 14:
Introduction / 1:
Some necessary background / 2:
Simple sampling Monte Carlo methods / 3:
33.

図書

図書
Michael Evans and Tim Swartz
出版情報: Oxford ; New York : Oxford University Press, c2000  ix, 288 p. ; 24 cm
シリーズ名: Oxford statistical science series ; 20
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34.

図書

図書
David P. Landau, Kurt Binder
出版情報: Cambridge : Cambridge University Press, 2000  xiii, 384 p. ; 25 cm
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目次情報: 続きを見る
Preface
Introduction / 1:
Some necessary background / 2:
Simple sampling Monte Carlo methods / 3:
The metropolis Monte Carlo algorithm for lattice models / 4:
More on importance sampling Monte Carlo methods for lattice systems / 5:
Off-lattice models / 6:
Reweighting methods / 7:
Quantum Monte Carlo methods / 8:
Monte Carlo renormalization group methods / 9:
Non-equilibrium and irreversible processes / 10:
Lattice gauge models: a brief introduction / 11:
A brief review of other methods of computer simulation / 12:
Outlook / 13:
Preface
Introduction / 1:
Some necessary background / 2:
35.

図書

図書
Sidney J. Yakowitz
出版情報: Reading, Mass. : Addison-Wesley Pub. Co., Advanced Book Program, 1977  xxii, 240 p. ; 25 cm
シリーズ名: Applied mathematics and computation : a series of graduate textbooks, monographs, reference works / Series Editor Robert Kalaba ; no.12
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36.

図書

図書
Nicolas Bouleau, Dominique Lépingle
出版情報: New York : Wiley, c1994  xvii, 359 p. ; 25 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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目次情報: 続きを見る
Preliminaries
Computation of Expectations in Finite Dimension
Simulation of Random Processes
Deterministic Resolution of Some Markovian Problems
Stochastic Differential Equations and Brownian Functionals
Notes
References
Index
Preliminaries
Computation of Expectations in Finite Dimension
Simulation of Random Processes
37.

図書

図書
Karl K. Sabelfeld
出版情報: Berlin ; Tokyo : Springer-Verlag, c1991  xii, 283 p. ; 25 cm
シリーズ名: Springer series in computational physics
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38.

図書

図書
J.M. Hammersley and D.C. Handscomb
出版情報: London : Methuen, 1965, c1964  vii, 178 p. ; 20 cm
シリーズ名: Methuen's monographs on applied probability and statistics
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39.

図書

図書
Jack P.C. Kleijnen
出版情報: New York : M. Dekker, 1974-c1975  2 v. (xv, 775 p.) ; 24 cm
シリーズ名: Statistics : textbooks and monographs ; v. 9
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40.

図書

図書
Reuven Y. Rubinstein, Dirk P. Kroese
出版情報: New York : Springer, c2004  xx, 300 p. ; 24 cm
シリーズ名: Information science and statistics / series editors M. Jordan ... [et al.]
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41.

図書

図書
edited by W.R. Gilks, S. Richardson, and D.J. Spiegelhalter
出版情報: London ; Tokyo : Chapman & Hall, 1996  xvii, 486 p. ; 25 cm
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42.

電子ブック

EB
Federico Becca, National Research Council, Sandro Sorella, International School for Advanced Studies, Trieste
出版情報:   1 online resource (xii, 274 pages)
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目次情報:
43.

図書

図書
M.E.J. Newman and G.T. Barkema
出版情報: Oxford [Oxfordshire] : Clarendon Press, 1999  xiv, 475 p. ; 24 cm
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目次情報: 続きを見る
Equilibrium Monte Carlo calculations / I:
Introduction / 1:
The principles of equilibrium thermal Monte Carlo simulations / 2:
The Ising model and the Metropolis algorithm / 3:
Other algorithms for the Ising model / 4:
The conserved-order-parameter Ising model / 5:
Disordered spin models / 6:
Ice models / 7:
Analysing Monte Carlo data / 8:
Out-of-equilibrium calculations / II:
Principles of out-of-equilibrium Monte Carlo simulation / 9:
Non-equilibrium simulations of the Ising model / 10:
Monte Carlo simulations in surface science / 11:
The repton model / 12:
Implementation / III:
Lattices and data structures / 13:
Monte Carlo simulations on parallel computers / 14:
Multispin coding / 15:
Random numbers / 16:
Equilibrium Monte Carlo calculations / I:
Introduction / 1:
The principles of equilibrium thermal Monte Carlo simulations / 2:
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