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2020 (3)

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Book
Monte Carlo Methods
Authors: ---
ISBN: 9811329710 9811329702 Year: 2020 Publisher: Singapore : Springer Singapore : Imprint: Springer,

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Abstract

This book seeks to bridge the gap between statistics and computer science. It provides an overview of Monte Carlo methods, including Sequential Monte Carlo, Markov Chain Monte Carlo, Metropolis-Hastings, Gibbs Sampler, Cluster Sampling, Data Driven MCMC, Stochastic Gradient descent, Langevin Monte Carlo, Hamiltonian Monte Carlo, and energy landscape mapping. Due to its comprehensive nature, the book is suitable for developing and teaching graduate courses on Monte Carlo methods. To facilitate learning, each chapter includes several representative application examples from various fields. The book pursues two main goals: (1) It introduces researchers to applying Monte Carlo methods to broader problems in areas such as Computer Vision, Computer Graphics, Machine Learning, Robotics, Artificial Intelligence, etc.; and (2) it makes it easier for scientists and engineers working in these areas to employ Monte Carlo methods to enhance their research.


Book
An introduction to Sequential Monte Carlo
Authors: ---
ISBN: 3030478459 3030478440 9783030478445 9783030478476 3030478475 Year: 2020 Publisher: Cham, Switzerland : Springer,

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This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. These methods have become a staple for the sequential analysis of data in such diverse fields as signal processing, epidemiology, machine learning, population ecology, quantitative finance, and robotics. The coverage is comprehensive, ranging from the underlying theory to computational implementation, methodology, and diverse applications in various areas of science. This is achieved by describing SMC algorithms as particular cases of a general framework, which involves concepts such as Feynman-Kac distributions, and tools such as importance sampling and resampling. This general framework is used consistently throughout the book. Extensive coverage is provided on sequential learning (filtering, smoothing) of state-space (hidden Markov) models, as this remains an important application of SMC methods. More recent applications, such as parameter estimation of these models (through e.g. particle Markov chain Monte Carlo techniques) and the simulation of challenging probability distributions (in e.g. Bayesian inference or rare-event problems), are also discussed. The book may be used either as a graduate text on Sequential Monte Carlo methods and state-space modeling, or as a general reference work on the area. Each chapter includes a set of exercises for self-study, a comprehensive bibliography, and a “Python corner,” which discusses the practical implementation of the methods covered. In addition, the book comes with an open source Python library, which implements all the algorithms described in the book, and contains all the programs that were used to perform the numerical experiments.


Book
Transport of Energetic Electrons in Solids : Computer Simulation with Applications to Materials Analysis and Characterization
Author:
ISBN: 3030432645 3030432637 Year: 2020 Publisher: Cham : Springer International Publishing : Imprint: Springer,

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This book describes, as simply as possible, the mechanisms of scattering (both elastic and inelastic) of electrons with solid targets (electron–atom, electron–plasmon, and electron–phonon interactions). It also presents the main strategies of the Monte Carlo method, as well as numerous comparisons between simulation results and the experimental data available in the literature. Furthermore it provides readers with all the information they need in order to write their own Monte Carlo code and to compare the obtained results with the many numerical and experimental examples presented throughout the book. An extended and updated third edition of a work published in 2014 (first edition) and in 2017 (second edition) on the application of the Monte Carlo method to the transport of fast electrons in solids, this book includes, as novel topics, the theory of polarized electron beams (i.e. density matrix and spin polarization), the study of elastic scattering by molecules, a classical treatment of the Bethe-Bloch stopping power, a simple derivation of the f- and ps-sum rules, the Vicanek and Urbassek formula for the calculation of the backscattering coefficient, the Wolff theory describing the secondary electron spectra, and fundamental aspects of the interactions between electrons beams and solid targets. Further, it describes a completely analytical approach (the so-called multiple reflection method) for calculating the absorbed, backscattered, and transmitted fractions of electrons from unsupported and supported thin films. It also discusses recent applications of the Monte Carlo method.

Keywords

Monte Carlo method. --- Artificial sampling --- Model sampling --- Monte Carlo simulation --- Monte Carlo simulation method --- Stochastic sampling --- Games of chance (Mathematics) --- Mathematical models --- Numerical analysis --- Numerical calculations --- Stochastic processes --- Solid state physics. --- Physics. --- Materials science. --- Applied mathematics. --- Engineering mathematics. --- Particle acceleration. --- Solid State Physics. --- Numerical and Computational Physics, Simulation. --- Characterization and Evaluation of Materials. --- Mathematical and Computational Engineering. --- Particle Acceleration and Detection, Beam Physics. --- Particles (Nuclear physics) --- Acceleration (Mechanics) --- Nuclear physics --- Engineering --- Engineering analysis --- Mathematical analysis --- Material science --- Physical sciences --- Natural philosophy --- Philosophy, Natural --- Dynamics --- Physics --- Solids --- Acceleration --- Mathematics --- Condensed matter. --- Mathematical physics. --- Materials --- Particle accelerators. --- Condensed Matter Physics. --- Theoretical, Mathematical and Computational Physics. --- Characterization and Analytical Technique. --- Mathematical and Computational Engineering Applications. --- Accelerator Physics. --- Analysis. --- Data processing. --- Accelerators, Particle --- Atom smashers --- Charged particle accelerators --- Accelerator mass spectrometry --- Physical mathematics --- Condensed materials --- Condensed media --- Condensed phase --- Materials, Condensed --- Media, Condensed --- Phase, Condensed --- Liquids --- Matter --- Instruments

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