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Markov Chain Monte Carlo - Methoden: Herleitung, Beweis und Implementierung by T
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- Buy It NowMarkov Chain Monte Carlo - Methoden: Herleitung, Beweis und Implementierung by T
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eBay item number:156501929657
Item specifics
- Condition
- ISBN-13
- 9783956844515
- Book Title
- Markov Chain Monte Carlo - Methoden
- ISBN
- 9783956844515
- Publication Year
- 2014
- Type
- Textbook
- Format
- Paperback
- Language
- German
- Publication Name
- Markov Chain Monte Carlo-Methoden: Herleitung, Beweis Und Implementierung
- Item Height
- 210 mm
- Publisher
- Bachelor + Master Publishing
- Subject
- Mathematics
- Item Weight
- 82 g
- Item Width
- 148 mm
- Number of Pages
- 58 Pages
About this product
Product Information
In seiner Arbeit beschaftigt sich der Autor mit der 'Markov Chain Monte Carlo', auch abgekurzt als MCMC. Dabei handelt es sich um eine Monte Carlo Methode. Allen Monte Carlo Methoden ist gemein, dass sie von einer mehr oder minder komplizierten Verteilung zufallige Szenarien erzeugen. Diese Szenarien werden dann genutzt um Aussagen uber Erwartungswerte oder andere Kennzahlen der Verteilung zu treffen. Diese Aussagen sind naturlich nur zu gebrauchen, wenn man sehr viele zufallig erzeugte Szenarien auswertet. Die Methode kommt also immer dann zum Einsatz, wenn es nicht moeglich ist, aus der Verteilung der Szenarien direkt Ruckschlusse auf die statistischen Kennzahlen der Verteilung zu ziehen, weder auf analytischem Wege, noch durch numerische Integration (bei sehr vielen Dimensionen steigt der Aufwand rapide an). Markov Chain Monte Carlo ist nun eine spezielle Monte Carlo Methode unter Zuhilfenahme von Markovketten. Diese kommt immer dann zum Einsatz, wenn es nicht moeglich ist, von einer Verteilung auf einfache Weise Szenarien zu erzeugen. Eine Markovkette fangt bei einem Zustand an und geht von einem bestimmten Zustand mit einer bestimmten Wahrscheinlichkeit zu einem anderen Zustand uber. Diese UEbergangswahrscheinlichkeiten stehen in einer UEbergangsmatrix. Der Knackpunkt ist nun, dass diese Form der Zustandsgenerierung oft einfacher zu implementieren ist, als direkt auf eine Verteilung zuruckzugreifen. In der Arbeit gibt es mehrere konkrete Beispiele fur den Einsatz solcher Methoden. Quelltexte der Implementierungen sind beigefugt.
Product Identifiers
Publisher
Bachelor + Master Publishing
ISBN-13
9783956844515
eBay Product ID (ePID)
12046481553
Product Key Features
Subject
Mathematics
Publication Year
2014
Number of Pages
58 Pages
Publication Name
Markov Chain Monte Carlo-Methoden: Herleitung, Beweis Und Implementierung
Language
German
Type
Textbook
Format
Paperback
Dimensions
Item Height
210 mm
Item Weight
82 g
Item Width
148 mm
Additional Product Features
Item description from the seller
Seller business information
VAT number: AU 82107909133, GB 293967539
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Popular categories from this Store
Seller feedback (1,458,601)
- c***c (449)- Feedback left by buyer.Past monthVerified purchaseA reliable and professional seller offering a wide range of items. Not always the cheapest option but certainly a store upon which you can depend. My goods were dispatched promptly, packaged appropriately and, upon receipt, found to be exactly as described. Communication throughout the process was good and I'd have no hesitation in purchasing from here in the future.
- e***s (313)- Feedback left by buyer.Past monthVerified purchaseGreat seller! Quality product, arrived as described, mint condition. Packaged well, a great value for this product, cosmetic appearance matched the listing, super fast shipping and flawless communication. A++
- a***h (305)- Feedback left by buyer.Past monthVerified purchaseExcellent seller! Item arrived exactly as described, well-packaged, and earlier than expected. Communication was smooth and professional throughout the whole process. Would definitely buy from this seller again. Great value ,Highly recommended!