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1. |
Record Nr. |
UNINA9910144683703321 |
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Autore |
Thompson James R (James Robert), <1938-> |
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Titolo |
Simulation [[electronic resource] ] : a modeler's approach / / James R. Thompson |
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Pubbl/distr/stampa |
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ISBN |
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1-282-30763-0 |
9786612307638 |
0-470-31706-X |
0-470-31790-6 |
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Descrizione fisica |
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1 online resource (332 p.) |
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Collana |
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Wiley series in probability and statistics. Applied probability and statistics |
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Disciplina |
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Soggetti |
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Experimental design |
Mathematical models |
Mathematical statistics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Simulation A Modeler's Approach; Contents; Preface; 1 The Generation of Random Numbers; 1.1. Introduction; 1.2. The Generation of Random Uniform Variates; 1.3. Latticing and Other Problems; Problems; References; 2 Random Quadrature; 2.1. Introduction; 2.2. Hit-or-h.iiss Monte Carlo; 2.3. Sample Mean Monte Carlo; 2.4. Control Variate Sampling; 2.5. Importance Sampling; 2.6. Stratification; 2.7. Antithetic Variates; 2.8, Least Squares Est.imators; 2.9. Evaluation of Multidimensional Integrals; 2.10. Stratification in Multidimensional Integration; 2.11. Wiener Measure and Brownian Motion |
ProblemsReferences; 3 Monte Carlo Solutions of Differential Equations; 3.1. Introduction; 3.2. Gambler's Ruin; 3.3. Solution of Simple Differential Equations; 3.4. Solution of the Fokker-Planck Equation; 3.5. The Dirichlet Problem; 3.6. Solution of General Elliptic Differential Equations; 3.7. Conclusions; Problems; References; 4 Markov Chains, Poisson Processes, and Linear Equations; 4.1. Discrete Markov hfodeling; 4.1.1. The Basic Model; 4.1.2. Saving the King; 4.1.3. Screening for Cancer; 4.2. Poisson Process Modeling; 4.3. Solving |
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Systems of Linear Equations |
4.3.1. An Inefficient Procedure4.3.2. An Algorithm Based on Jacobi Iteration; Problems; References; 5 SIMEST, SIMDAT, and Pseudoreality; 5.1. Computers Si, Models No; 5.2. The Bootstrap: A Dirac-Comb Density btimator; 5.3. SIh4DAT: 4 Smooth Resampling Algorithm; 5.3.1. The SIhIDAT Algorithm; 5.3.2. An Empirical Justification of SIMDAT; 5.4. SIMEST: .4n Oncological Example; 5.4.1. An Exploratory Prelude; 5.4.2. Model and Algorithms; Problems; References; 6 Models for Stocks and Derivatives; 6.1. Introduction; 6.2. Ito's Lemma; 6.3. A Geometric Brownian Model for Stocks; 6.4. Diversification |
6.5. Negatively Correlated Portfotios6.6. Bear Jumps; 6.7. Options; 6.8. Getting Real: Simulation Analysis of Option Buying; 6.9. Conclusions; Problems; References; 7 Simulation Assessment of Multivariate and Robust Procedures in Statisticai Process Control; 7.1. Introduction; 7.2. A Cont.amination Model for SPC; 7.3. A Compound Test for Higher-Dimensional SPC Data; 7.4. Rank Testing with Higher-Dimensional SPC Data; 7.5. A Robust Estimation Procedure for Location in Higher Dimensions; Problems; Referencas; 8 Noise and Chaos; 8.1. Introduction; 8.2. The Discrete Logistic Model |
8.3. A Chaotic Convection Model8.4. Conclusions; Problems; References; 9 Bayesian Approaches; 9.1. Introduction; 9.2. The EM Algorithm; 9.3. The Data Augmentation Algorithm; 9.4. The Gibbs Sampler; 9.5. Conclusions; Problems; References; 10 Resampling-Based Tests; 10.1. Introduction; 10.2. Fisher's Analysis of Darwin's Data; 10.3. A Bootstrap Approximation to Fisher's Nonparametric Test; 10.4. The Classical Randomization Test; 10.5. A Resampling-Based Sign Test; 10.6. A Resampling Approach to Confidence Intervds; 10.7. Resampling for Regression Model Selection |
10.8. The Bootstrap as an All-Purpose Tool |
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Sommario/riassunto |
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A unique, integrated treatment of computer modeling and simulation ""The future of science belongs to those willing to make the shift to simulation-based modeling,"" predicts Rice Professor James Thompson, a leading modeler and computational statistician widely known for his original ideas and engaging style. He discusses methods, available to anyone with a fast desktop computer, for integrating simulation into the modeling process in order to create meaningful models of real phenomena. Drawing from a wealth of experience, he gives examples from trading markets, oncology, epidemiology, statist |
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2. |
Record Nr. |
UNISA996202495403316 |
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Titolo |
Conference proceedings |
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Pubbl/distr/stampa |
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[Place of publication not identified], : IEEE EMB, 2003 |
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Disciplina |
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Soggetti |
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Technology |
Health Occupations |
Mathematical Concepts |
Artificial Intelligence |
Biological Science Disciplines |
Engineering |
Pattern Recognition, Automated |
Natural Science Disciplines |
Computing Methodologies |
Technology, Industry, and Agriculture |
Information Science |
Occupations |
Neural Networks (Computer) |
Biotechnology |
Neurosciences |
Biomedical Engineering |
Human Anatomy & Physiology |
Health & Biological Sciences |
Neuroscience |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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