Item description for Markov Chain Monte Carlo Simulations And Their Statistical Analysis: With Web-based Fortran Code by Bernd A. Berg...
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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Studio: World Scientific Publishing Company
Est. Packaging Dimensions: Length: 1.25" Width: 6.25" Height: 9" Weight: 1.5 lbs.
Release Date Oct 28, 2004
Publisher World Scientific Publishing Company
ISBN 9812389350 ISBN13 9789812389350
Availability 69 units. Availability accurate as of Jan 24, 2017 10:37.
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Reviews - What do customers think about Markov Chain Monte Carlo Simulations And Their Statistical Analysis: With Web-based Fortran Code?
can use the book for other languages Jun 27, 2006
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.