• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Advanced Variance Reduction Techniques for MCMC

Advanced Variance Reduction Techniques for MCMC

Hardcover

Probability & Statistics

PREORDER - Expected ship date January 31, 2027

ISBN10: 9811287775
ISBN13: 9789811287770
Publisher: World Scientific Publishing Company
Published: Jan 31 2027
Pages: 500
Language: English
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.

Also in

Probability & Statistics