Sergey Samsonov – författare

Visar alla böcker från författaren Sergey Samsonov. Handla med fri frakt och snabb leverans.

1 produkter

1. 

   ADVANCED VARIANCE REDUCTION TECHNIQUES FOR MCMC

   Av Denis Belomestny, Sergey Samsonov

   Inbunden, 2027

   2057 kr

   Kommande

   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 …