3 posts tagged with math by JoeXIII007.

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Conceptually talked about on MeFi previously, some basic Monte Carlo methods include the Inverse Transform Method (PDF) mentioned in the quoted paper, Acceptance-Rejection Sampling (PDFs 1,2), and integration with and without importance sampling (PDF).The year was 1945. Two earthshaking events took place: the successful test at Alamogordo and the building of the first electronic computer. Their combined impact was to modify qualitatively the nature of global interactions between Russia and the West. No less perturbative were the changes wrought in all of academic research and in applied science. On a less grand scale these events brought about a [renaissance] of a mathematical technique known to the old guard as statistical sampling; in its new surroundings and owing to its nature, there was no denying its new name of the Monte Carlo method (PDF).-N. Metropolis

posted by JoeXIII007 on Dec 17, 2011 - 13 comments

An "Exciting Guide to Probability Distributions" from the University of Oxford: part 1, part 2. (Two links to PDFs)

posted by JoeXIII007 on Dec 15, 2011 - 17 comments

posted by JoeXIII007 on Dec 15, 2011 - 17 comments

It has applications in Economics, Biology, Pharmaceuticals, and is rooted in State Space Modeling, which with Kalman Filtering (paper, breakdown [warning: long]) was used in the Apollo program. Dynamic Linear Models are gaining in popularity. There exists an R package, and both a short doc and a really great (read: worth buying) book (sorry, not a download, but here's chapter 2) by Giovanni Petris, Sonia Petrone, and Patrizia Campagnoli with its own little website.

posted by JoeXIII007 on Jul 30, 2010 - 14 comments

posted by JoeXIII007 on Jul 30, 2010 - 14 comments

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