Sign-In
Cart
Explorations in Monte Carlo Methods
Hardcover
Series: Undergraduate Texts in Mathematics
ApplicationsProbability & StatisticsProgramming
ISBN13: 9783031559631
Publisher: Springer
Published: Jun 15 2024
Pages: 280
Weight: 1.31
Height: 0.69 Width: 6.14 Depth: 9.21
Language: English
Monte Carlo Methods are among the most used, and useful, computational tools available today. They provide efficient and practical algorithms to solve a wide range of scientific and engineering problems in dozens of areas many of which are covered in this text. These include simulation, optimization, finance, statistical mechanics, birth and death processes, Bayesian inference, quadrature, gambling systems and more.
This text is for students of engineering, science, economics and mathematics who want to learn about Monte Carlo methods but have only a passing acquaintance with probability theory. The probability needed to understand the material is developed within the text itself in a direct manner using Monte Carlo experiments for reinforcement. There is a prerequisite of at least one year of calculus and a semester of matrix algebra.
Each new idea is carefully motivated by a realistic problem, thus leading to insights into probability theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. All examples in the text are coded in Python as a representative language; the logic is sufficiently clear so as to be easily translated into any other language. Further, Python scripts for each worked example are freely accessible for each chapter. Along the way, most of the basic theory of probability is developed in order to illuminate the solutions to the questions posed. One of the strongest features of the book is the wealth of completely solved example problems. These provide the reader with a sourcebook to follow towards the solution of their own computational problems. Each chapter ends with a large collection of homework problems illustrating and directing the material.
This book is suitable as a textbook for students of engineering, finance, and the sciences as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability as well as for a more specialized course in Monte Carlo Methods. Topics include probability distributions, probability calculations, sampling, counting combinatorial objects, Markov chains, random walks, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, random number generation, Bayesian Inference, Gibbs Sampling and Monte Carlo integration.Also in
Probability & Statistics
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Grolemund, Garrett
Wickham, Hadley
Paperback
AP Statistics Premium, 2027: 9 Practice Tests + Comprehensive Review + Online Practice
Sternstein, Martin, PH. D.
Paperback
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Cetinkaya-Rundel, Mine
Wickham, Hadley
Grolemund, Garrett
Paperback
Graph Paper Composition Notebook: Quad Ruled 5x5, Grid Paper for Students in Math and Science
Wizo, Math
Paperback
Stat 208 Statistical Thinking: A Book for Stat 208 at Virginia Commonwealth University
Street IV, W. Scott
Durfee, Becky
Paperback
Forecasting: Principles and Practice, the Pythonic Way
Hyndman, Rob J.
Athanasopoulos, George
Paperback
The Art of Uncertainty: How to Navigate Chance, Ignorance, Risk and Luck
Spiegelhalter, David
Paperback
Introduction to Statistics: An Intuitive Guide for Analyzing Data and Unlocking Discoveries
Frost, Jim
Paperback
Mastering Claude AI: Practical Journey from First Prompts to Pro with Claude AI
Dickey, Ryan
Paperback
The Art of Uncertainty: How to Navigate Chance, Ignorance, Risk and Luck
Spiegelhalter, David
Hardcover
How the World Really Works: The Science Behind How We Got Here and Where We're Going
Smil, Vaclav
Paperback
Ai-Assisted Statistics for Data Scientists: 50+ Essential Concepts Using R and Python
Gedeck, Peter
Bruce, Peter
Bruce, Andrew
Paperback
Scale: The Universal Laws of Life, Growth, and Death in Organisms, Cities, and Companies
West, Geoffrey
Paperback
The Random Universe: How Models and Probability Help Us Make Sense of the Cosmos
Jaffe, Andrew H.
Hardcover
An Introduction to Statistical Learning: With Applications in R
Witten, Daniela
Hastie, Trevor
James, Gareth
Paperback
Advanced Statistics in Research: Reading, Understanding, and Writing Up Data Analysis Results
Hatcher, Larry
Paperback
Schaum's Outline of Probability and Statistics, 4th Edition: 897 Solved Problems + 20 Videos
Spiegel, Murray R.
Schiller, John J.
Srinivasan, R. Alu
Paperback
The Only Math Book You'll Ever Need, Revised Edition: Hundreds of Easy Solutions and Shortcuts for Mastering Everyday Numbers
Heller, Barbara R.
Kogelman, Stanley
Paperback
Mathematical Foundations of Quantum Computing: A Scaffolding Approach
Lee, Peter
Yu, James
Cheng, Ran
Hardcover
Mathletics: How Gamblers, Managers, and Fans Use Mathematics in Sports, Second Edition
Pelechrinis, Konstantinos
Winston, Wayne L.
Nestler, Scott
Paperback
Schaum's Outline of Probability, Random Variables, and Random Processes, Fourth Edition
Hsu, Hwei P.
Paperback
SQL Server 2025 Unveiled: The Ai-Ready Enterprise Database with Microsoft Fabric Integration
Ward, Bob
Paperback
How the World Really Works: The Science Behind How We Got Here and Where We're Going
Smil, Vaclav
Hardcover
Building Large Language Models from Scratch: Design, Train, and Deploy Llms with Pytorch
Grigorov, Dilyan
Paperback
Regression Modeling Strategies: With Applications to Linear Models, Logistic and Ordinal Regression, and Survival Analysis
Harrell Jr, Frank E.
Paperback
Challenging Mathematical Problems with Elementary Solutions, Vol. I: Volume 1
Yaglom, A. M.
Yaglom, I. M.
Paperback
Quantum Computing and Quantum Machine Learning for Engineers and Developers
Rosas-Bustos, Jose
Fraser, Roydon Andrew
Van Griensven Thé, Jesse
Hardcover
Databricks Data Intelligence Platform: Unlocking the Genai Revolution
Gupta, Nikhil
Yip, Jason
Paperback
Making ChatGPT Work for You: Getting the Most Out of Generative AI as a Non-Techie
Evelyn, Lydia
Paperback
Probably Overthinking It: How to Use Data to Answer Questions, Avoid Statistical Traps, and Make Better Decisions
Downey, Allen B.
Paperback
Probably the Best Book on Statistics Ever Written: How to Beat the Odds and Make Better Decisions
Shapira, Haim
Hardcover
The Master Algorithm: How the Quest for the Ultimate Learning Machine Will Remake Our World
Domingos, Pedro
Paperback
The End of Average: Unlocking Our Potential by Embracing What Makes Us Different
Rose, Todd
Paperback
Large Language Models: A Deep Dive: Bridging Theory and Practice
Kamath, Uday
Keenan, Kevin
Somers, Garrett
Hardcover
Scorecasting: The Hidden Influences Behind How Sports Are Played and Games Are Won
Wertheim, L. Jon
Moskowitz, Tobias
Paperback
Probably Overthinking It: How to Use Data to Answer Questions, Avoid Statistical Traps, and Make Better Decisions
Downey, Allen B.
Hardcover
AI for Robotics: Toward Embodied and General Intelligence in the Physical World
Imran, Alishba
Gopalakrishnan, Keerthana
Paperback
Machine Learning Q and AI: 30 Essential Questions and Answers on Machine Learning and AI
Raschka, Sebastian
Paperback
Time Series Analysis and Its Applications: With R Examples
Shumway, Robert H.
Stoffer, David S.
Hardcover
An Introduction to Statistical Learning: With Applications in Python
Witten, Daniela
Hastie, Trevor
James, Gareth
Hardcover
Guide to Methods for Students of Political Science: Property, Proof, and Dispute in Catalonia Around the Year 1000
Van Evera, Stephen
Paperback
Learning Statistics with Jamovi: A Tutorial for Beginners in Statistical Analysis
Foxcroft, David
Navarro, Danielle
Paperback
A Modern Introduction to Probability and Statistics: Understanding Why and How
Lopuhaä, H. P.
Dekking, F. M.
Kraaikamp, C.
Hardcover
The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of C
McGrayne, Sharon Bertsch
Paperback
Observability for Large Language Models: Site Reliability and Chaos Engineering for AI at Scale
Sharma, Ankush
Paperback
Building Generative AI Agents: Using Langgraph, Autogen, and Crewai
Deshmukh, Gaurav
Taulli, Tom
Paperback
Challenging Mathematical Problems with Elementary Solutions, Vol. II: Volume 2
Yaglom, I. M.
Yaglom, A. M.
Paperback
High-Dimensional Probability: An Introduction with Applications in Data Science
Vershynin, Roman
Hardcover
Mathematical Foundations of Quantum Computing: A Scaffolding Approach
Lee, Peter
Yu, James
Cheng, Ran
Paperback
Modern Time Series Forecasting with Python - Second Edition: Industry-ready machine learning and deep learning time series analysis with PyTorch and p
Tackes, Jeffrey
Joseph, Manu
Paperback
The ESRI Guide to GIS Analysis, Volume 2: Spatial Measurements and Statistics
Mitchell, Andy
Griffin, Lauren Scott
Paperback
Guesstimation: Solving the World's Problems on the Back of a Cocktail Napkin
Adam, John a.
Weinstein, Lawrence
Paperback
Unlocking Dbt: Design and Deploy Transformations in Your Cloud Data Warehouse
Dorsey, Dustin
Cyr, Cameron
Paperback
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition
Hastie, Trevor
Tibshirani, Robert
Friedman, Jerome
Hardcover
Prompt Engineering for Everyone: A Self-Taught, Human-Centered Approach to AI Programming
Tavakoli, Hamid
Paperback
The Design Inference: Eliminating Chance through Small Probabilities
Dembski, William A.
Ewert, Winston
Hardcover
System Design with AI Interview Guide: Designing Scalable, Agentic, and Defensible Systems
Bhardwaj, Rohit
Paperback
Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists
Best, Joel
Hardcover
Introduction to Statistics: An Intuitive Guide for Analyzing Data and Unlocking Discoveries
Frost, Jim
Hardcover
ACCUPLACER Math Prep: ACCUPLACER Math Test Study Guide with Two Practice Tests [Includes Detailed Answer Explanations]
Tpb Publishing
Paperback
Deep Learning in Computational Mechanics: An Introductory Course
Jokeit, Moritz
Herrmann, Leon
Weeger, Oliver
Hardcover
An Introduction to Statistical Learning: With Applications in Python
Witten, Daniela
Hastie, Trevor
James, Gareth
Paperback
Large Language Model Recipes: A Hands-On Guide to Fine-Tuning, Optimization, Deployment, and Real-World Applications
Subbaiah, Kalpa
Kaata, Sashi Kiran
Bolla, Bharath Kumar
Paperback
Bayesian Analysis with Python - Third Edition: A practical guide to probabilistic modeling
Martin, Osvaldo
Paperback
R in Action, Third Edition: Data Analysis and Graphics with R and Tidyverse
Kabacoff, Robert I.
Paperback
Enterprise Guide for Implementing Generative AI and Agentic AI: A Practical Guide to Developing, Deploying, and Operationalizing Ai-Driven Application
Sinha, Vikas
Edward, Shakuntala Gupta
Bhattacharya, Rahul
Paperback
Large Language Models: From Theory to Production
Noguer I. Alonso, Miquel
Pacheco Aznar, David
Vanegas, Esteban
Paperback
The Practical Guide to Large Language Models: Hands-On AI Applications with Hugging Face Transformers
Gridin, Ivan
Paperback
From Data to Dollars: Getting Started with Data Analytics and AI in Startups
Sidoruk, Piotr
Paperback
The Improbability Principle: Why Coincidences, Miracles, and Rare Events Happen Every Day
Hand, David J.
Paperback
Practical Generative Ai: From Concept to Deployment: Building and Deploying Ethical AI-Powered Solutions
McKeone, James
Singh, Pramod
Paperback
Making Statistics Work: Information Theory and Bayesian Inference
Foley, Duncan
Scharfenaker, Ellis
Paperback
An Introduction to Statistical Learning: With Applications in R
Witten, Daniela
Hastie, Trevor
James, Gareth
Hardcover