《蒙特卡羅統計方法（第2版）》是2009年10月世界圖書出版公司出版的圖書，作者是[法]羅伯特。
基本介紹
- 書名：蒙特卡羅統計方法（第2版）
- 作者：[法]羅伯特
- 出版社：世界圖書出版公司
- 出版時間：2009年10月
內容簡介,作者簡介,
內容簡介
Itisatributetoourprofessionthatatextbookthatwascurrentin1999isstartingtofeelold.TheworkforthefirsteditionofMonteCarloStatisticalMethods(MCSM1)wasfinishedinlate1998,andtheadvancesmadesincethen,aswellasourlevelofunderstandingofMonteCarlomethods,havegrownagreatdeal.Moreover,twootherthingshavehappened.TopicsthatjustmadeitintoMCSM1withthebriefesttreatment(forexample,perfectsampling)havenowattainedalevelofimportancethatnecessitatesamuchmorethoroughtreatment.Secondly,someothermethodshavenotwithstoodthetestoftimeor,perhaps,havenotyetbeenfullydeveloped,andnowreceiveamoreappropriatetreatment.
WhenweworkedonMCSM1inthemid-to-late90s,MCMCalgorithmswerealreadyheavilyused,andtheflowofpublicationsonthistopicwasatsuchahighlevelthatthepicturewasnotonlyrapidlychanging,butalsonecessarilyincomplete.Thus,theprocessthatwefollowedinMCSM1wasthatofsomeonewhowasthrownintotheoceanandwastryingtograbontothebiggestandmostseeminglyusefulobjectswhiletryingtoseparatetheflotsamfromthejetsam.Nonetheless,wealsofeltthatthefundamentalsofmanyofthesealgorithmswereclearenoughtobecoveredatthetextbookalevel,sowe"swamon.
作者簡介
作者：(法國)羅伯特(ChristianP.Robert)(法國)GeorgeCasella
