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Markov Chain Monte Carlo Simulations and Their Statistical Analysis [Paperback]

Berg

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Book Description

Dec 17 2004 9812389350 978-9812389350 1
This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.

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A special feature of this book is inclusion of computer code directly related to the theory of the techniques. -- Zentralblatt MATH

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This chapter combines a treatment of basic statistical concepts with our numerical approach and a presentation of the structure of our Fortran code. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Amazon.com: 4.5 out of 5 stars  2 reviews
4 of 4 people found the following review helpful
4.0 out of 5 stars can use the book for other languages Jun 26 2006
By W Boudville - Published on Amazon.com
Format:Paperback
The book is best suited for those actually using Fortran. The Markov chain examples of Monte Carlo runs are well explained. Hopefully, the reader should not have any problem with the concepts. Of course, the actual runs are very compute intensive, but that's why you need a computer.

If you are coding in another language, the book can still be of use. The algorithms are the same, of course. You'll have to manually recode the examples in your language. But the core of the algorithm implementations is relatively small. Shouldn't take too long.
1 of 1 people found the following review helpful
5.0 out of 5 stars Great for LGT researchers programming with Fortran 77 Jan 21 2010
By H. Wu - Published on Amazon.com
Format:Paperback|Amazon Verified Purchase
This is a great book with powerful program libraries.
Ideal for graduate students who do Monte Carlo simulations.

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