Translation-invariant mixture models for curve clustering
Proceedings of the ninth ACM SIGKDD international conference on Knowledge discovery and data mining
Recovering latent time-series from their observed sums: network tomography with particle filters.
Proceedings of the tenth ACM SIGKDD international conference on Knowledge discovery and data mining
Efficient hierarchical MCMC for policy search
ICML '04 Proceedings of the twenty-first international conference on Machine learning
Multi-resolution analysis of wiener-type uncertainty propagation schemes
Journal of Computational Physics
The least semantically related cache replacement algorithm
LANC '03 Proceedings of the 2003 IFIP/ACM Latin America conference on Towards a Latin American agenda for network research
UAI '04 Proceedings of the 20th conference on Uncertainty in artificial intelligence
IPDPS '05 Proceedings of the 19th IEEE International Parallel and Distributed Processing Symposium (IPDPS'05) - Workshop 7 - Volume 08
Towards a self-stopping evolutionary algorithm using coupling from the past
GECCO '05 Proceedings of the 7th annual conference on Genetic and evolutionary computation
Multimodal multispeaker probabilistic tracking in meetings
ICMI '05 Proceedings of the 7th international conference on Multimodal interfaces
Computing in Science and Engineering
Exact and efficient Bayesian inference for multiple changepoint problems
Statistics and Computing
IEEE/ACM Transactions on Computational Biology and Bioinformatics (TCBB)
Computational studies of human motion: part 1, tracking and motion synthesis
Foundations and Trends® in Computer Graphics and Vision
Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification
Journal of Computational Physics - Special issue: Uncertainty quantification in simulation science
Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter variants
Journal of Multivariate Analysis
Learning stochastic OT grammars: a Bayesian approach using data augmentation and Gibbs sampling
ACL '05 Proceedings of the 43rd Annual Meeting on Association for Computational Linguistics
Hierarchical Bayes variable selection and microarray experiments
Journal of Multivariate Analysis
An efficient deconvolution algorithm for estimating oxygen consumption during muscle activities
Computer Methods and Programs in Biomedicine
A high-order photon Monte Carlo method for radiative transfer in direct numerical simulation
Journal of Computational Physics
Numerical study of uncertainty quantification techniques for implicit stiff systems
ACM-SE 45 Proceedings of the 45th annual southeast regional conference
On learning strategies for evolutionary Monte Carlo
Statistics and Computing
Model fitting and inference under latent equilibrium processes
Statistics and Computing
Stability of Phase-Based Gain Modulation with Designer-Chosen Switch Functions
International Journal of Robotics Research
Engineering local optimality in quantum Monte Carlo algorithms
Journal of Computational Physics
Blind equalization of a nonlinear satellite system using MCMC simulation methods
EURASIP Journal on Applied Signal Processing
On population-based simulation for static inference
Statistics and Computing
EURASIP Journal on Applied Signal Processing
Bayesian methods for multimedia signal processing
Proceedings of the 15th international conference on Multimedia
Theoretical analysis and practical insights on importance sampling in Bayesian networks
International Journal of Approximate Reasoning
A stochastic grammar of images
Foundations and Trends® in Computer Graphics and Vision
Interacting sequential Monte Carlo samplers for trans-dimensional simulation
Computational Statistics & Data Analysis
Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models
Computational Statistics & Data Analysis
Path-sampling for state-dependent importance sampling
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Sampling subproblems of heterogeneous Max-Cut problems and approximation algorithms
Random Structures & Algorithms
GSHMC: An efficient method for molecular simulation
Journal of Computational Physics
Improving Importance Sampling by Adaptive Split-Rejection Control in Bayesian Networks
CAI '07 Proceedings of the 20th conference of the Canadian Society for Computational Studies of Intelligence on Advances in Artificial Intelligence
WSKS '08 Proceedings of the 1st world summit on The Knowledge Society: Emerging Technologies and Information Systems for the Knowledge Society
Mining search engine query logs via suggestion sampling
Proceedings of the VLDB Endowment
Nonlinear Bayesian Filters for Training Recurrent Neural Networks
MICAI '08 Proceedings of the 7th Mexican International Conference on Artificial Intelligence: Advances in Artificial Intelligence
A comparison of generalized hybrid Monte Carlo methods with and without momentum flip
Journal of Computational Physics
Projected equation methods for approximate solution of large linear systems
Journal of Computational and Applied Mathematics
Uncertainty quantification and apportionment in air quality models using the polynomial chaos method
Environmental Modelling & Software
Control variates as screening functions
Proceedings of the 3rd International Conference on Performance Evaluation Methodologies and Tools
Particle filtering with path sampling and an application to a bimodal ocean current model
Journal of Computational Physics
Efficient uncertainty quantification with the polynomial chaos method for stiff systems
Mathematics and Computers in Simulation
On Implementability of the Formal Specifications
Proceedings of the 2007 conference on New Trends in Software Methodologies, Tools and Techniques: Proceedings of the sixth SoMeT_07
Journal of Computational Physics
A Monte Carlo EM Algorithm for De Novo Motif Discovery in Biomolecular Sequences
IEEE/ACM Transactions on Computational Biology and Bioinformatics (TCBB)
Bayesian inference for nonnegative matrix factorisation models
Computational Intelligence and Neuroscience
Epileptic seizure prediction by a system of particle filter associated with a neural network
EURASIP Journal on Advances in Signal Processing - Special issue on statistical signal processing in neuroscience
Efficient Bayesian estimation of multivariate state space models
Computational Statistics & Data Analysis
MCMC Based Bayesian Inference for Modeling Gene Networks
PRIB '09 Proceedings of the 4th IAPR International Conference on Pattern Recognition in Bioinformatics
Bayesian Solutions to the Label Switching Problem
IDA '09 Proceedings of the 8th International Symposium on Intelligent Data Analysis: Advances in Intelligent Data Analysis VIII
A Bayesian inference approach to identify a Robin coefficient in one-dimensional parabolic problems
Journal of Computational and Applied Mathematics
Joint analysis of mixed Poisson and continuous longitudinal data with nonignorable missing values
Computational Statistics & Data Analysis
Cutset sampling for Bayesian networks
Journal of Artificial Intelligence Research
Web Observation from a User Perspective
WI-IAT '09 Proceedings of the 2009 IEEE/WIC/ACM International Joint Conference on Web Intelligence and Intelligent Agent Technology - Volume 01
A social recommendation framework based on multi-scale continuous conditional random fields
Proceedings of the 18th ACM conference on Information and knowledge management
Bayesian analysis of the stochastic conditional duration model
Computational Statistics & Data Analysis
Parsing '05 Proceedings of the Ninth International Workshop on Parsing Technology
A distributed dynamical scheme for fastest mixing Markov chains
ACC'09 Proceedings of the 2009 conference on American Control Conference
Statistics and Computing
Non-linear regression models for Approximate Bayesian Computation
Statistics and Computing
Lattice green functions and diffusion for modeling traffic routing in ad hoc networks
WiOPT'09 Proceedings of the 7th international conference on Modeling and Optimization in Mobile, Ad Hoc, and Wireless Networks
Metabolica: A statistical research tool for analyzing metabolic networks
Computer Methods and Programs in Biomedicine
IEEE Transactions on Multimedia
Radiological source detection and localisation using Bayesian techniques
IEEE Transactions on Signal Processing
Improving motif refinement using hybrid expectation maximization and random projection
ISB '10 Proceedings of the International Symposium on Biocomputing
UAV global pose estimation by matching forward-looking aerial images with satellite images
IROS'09 Proceedings of the 2009 IEEE/RSJ international conference on Intelligent robots and systems
Using the Particle Filter Approach to Building Partial Correspondences Between Shapes
International Journal of Computer Vision
Extended object tracking using mixture Kalman filtering
NMA'06 Proceedings of the 6th international conference on Numerical methods and applications
Image inpainting by cooling and heating
SCIA'07 Proceedings of the 15th Scandinavian conference on Image analysis
Conjugate gamma Markov random fields for modelling nonstationary sources
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
Bayesian analysis of semiparametric reproductive dispersion mixed-effects models
Computational Statistics & Data Analysis
Reconstructing the evolutionary history of complex human gene clusters
RECOMB'08 Proceedings of the 12th annual international conference on Research in computational molecular biology
A Bayesian approach to protein inference problem in shotgun proteomics
RECOMB'08 Proceedings of the 12th annual international conference on Research in computational molecular biology
Hierarchical Bayesian inference for Ill-posed problems via variational method
Journal of Computational Physics
Comparison of optimization techniques for sequence pattern discovery by maximum-likelihood
Pattern Recognition Letters
Computational Statistics & Data Analysis
Synthesis of an approximate feedback nonlinear control based on optimization methods
WSEAS Transactions on Systems and Control
Efficient recursive estimators for a linear, time-varying Gaussian model with general constraints
IEEE Transactions on Signal Processing
Functional Optimization Through Semilocal Approximate Minimization
Operations Research
Proceedings of the Conference on Design, Automation and Test in Europe
A sign based loss approach to model selection in nonparametric regression
Statistics and Computing
An introduction to Bayesian techniques for sensor networks
WASA'10 Proceedings of the 5th international conference on Wireless algorithms, systems, and applications
MC4: a tempering algorithm for large-sample network inference
PRIB'10 Proceedings of the 5th IAPR international conference on Pattern recognition in bioinformatics
Statistical method for resolving the photon-photoelectron-counting inversion problem
Journal of Computational Physics
Multigrid and multi-level Swendsen-Wang cuts for hierarchic graph partition
CVPR'04 Proceedings of the 2004 IEEE computer society conference on Computer vision and pattern recognition
Rigorous confidence bounds for MCMC under a geometric drift condition
Journal of Complexity
ACM Transactions on Intelligent Systems and Technology (TIST)
IEEE/ACM Transactions on Computational Biology and Bioinformatics (TCBB)
SampleSearch: Importance sampling in presence of determinism
Artificial Intelligence
Approximation of Bayesian Inverse Problems for PDEs
SIAM Journal on Numerical Analysis
Fluid Solver Independent Hybrid Methods for Multiscale Kinetic Equations
SIAM Journal on Scientific Computing
Make it home: automatic optimization of furniture arrangement
ACM SIGGRAPH 2011 papers
Using markov-chain mixing time estimates for the analysis of ant colony optimization
Proceedings of the 11th workshop proceedings on Foundations of genetic algorithms
Annealing evolutionary stochastic approximation Monte Carlo for global optimization
Statistics and Computing
Efficient Search Engine Measurements
ACM Transactions on the Web (TWEB)
The infinite Student's t-mixture for robust modeling
Signal Processing
Recent advances and trends in visual tracking: A review
Neurocomputing
Effective connectivity analysis of fMRI and MEG data collected under identical paradigms
Computers in Biology and Medicine
Improved particle filters for multi-target tracking
Journal of Computational Physics
Efficient Monte Carlo simulation via the generalized splitting method
Statistics and Computing
Sequential importance sampling of binary sequences
Statistics and Computing
Smooth functional tempering for nonlinear differential equation models
Statistics and Computing
Block clustering with collapsed latent block models
Statistics and Computing
Cross-validation prior choice in Bayesian probit regression with many covariates
Statistics and Computing
Stochastic global optimization as a filtering problem
Journal of Computational Physics
A sequential monte carlo method for bayesian face recognition
SSPR'06/SPR'06 Proceedings of the 2006 joint IAPR international conference on Structural, Syntactic, and Statistical Pattern Recognition
Efficient sampling of transpositions and inverted transpositions for bayesian MCMC
WABI'06 Proceedings of the 6th international conference on Algorithms in Bioinformatics
Classification with bayesian neural networks
MLCW'05 Proceedings of the First international conference on Machine Learning Challenges: evaluating Predictive Uncertainty Visual Object Classification, and Recognizing Textual Entailment
A monte carlo algorithm for state and parameter estimation of extended targets
ICCS'06 Proceedings of the 6th international conference on Computational Science - Volume Part III
Multilevel coarse graining and nano-pattern discovery in many particle stochastic systems
Journal of Computational Physics
Sampling sub-problems of heterogeneous max-cut problems and approximation algorithms
STACS'05 Proceedings of the 22nd annual conference on Theoretical Aspects of Computer Science
Computing highly accurate or exact P-values using importance sampling
Computational Statistics & Data Analysis
LION'05 Proceedings of the 5th international conference on Learning and Intelligent Optimization
PhyloGibbs: a gibbs sampler incorporating phylogenetic information
RRG'04 Proceedings of the 2004 RECOMB international conference on Regulatory Genomics
Genome rearrangement in mitochondria and its computational biology
RCG'04 Proceedings of the 2004 RECOMB international conference on Comparative Genomics
Motif yggdrasil: sampling from a tree mixture model
RECOMB'06 Proceedings of the 10th annual international conference on Research in Computational Molecular Biology
ACM Transactions on Graphics (TOG) - SIGGRAPH 2012 Conference Proceedings
Structured Learning and Prediction in Computer Vision
Foundations and Trends® in Computer Graphics and Vision
Importance sampling-based estimation over AND/OR search spaces for graphical models
Artificial Intelligence
Parallel tempering MCMC acceleration using reconfigurable hardware
ARC'12 Proceedings of the 8th international conference on Reconfigurable Computing: architectures, tools and applications
Likelihood-free Bayesian inference for α-stable models
Computational Statistics & Data Analysis
Recommending Flickr groups with social topic model
Information Retrieval
Monte Carlo strategies for first-principles simulations of elemental systems
Proceedings of the 1st Conference of the Extreme Science and Engineering Discovery Environment: Bridging from the eXtreme to the campus and beyond
Simulated annealing for higher dimensional projection depth
Computational Statistics & Data Analysis
Computational Statistics & Data Analysis
A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data
Computational Statistics & Data Analysis
An adaptive sequential Monte Carlo method for approximate Bayesian computation
Statistics and Computing
Feature reinforcement learning in practice
EWRL'11 Proceedings of the 9th European conference on Recent Advances in Reinforcement Learning
Memetic algorithms for de novo motif-finding in biomedical sequences
Artificial Intelligence in Medicine
Bayesian inference with optimal maps
Journal of Computational Physics
An efficient proposal distribution for Metropolis-Hastings using a B-splines technique
Computational Statistics & Data Analysis
Active evaluation of ranking functions based on graded relevance
ECML PKDD'12 Proceedings of the 2012 European conference on Machine Learning and Knowledge Discovery in Databases - Volume Part II
Convergence of a Particle-Based Approximation of the Block Online Expectation Maximization Algorithm
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special Issue on Monte Carlo Methods in Statistics
Self-Avoiding Random Dynamics on Integer Complex Systems
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special Issue on Monte Carlo Methods in Statistics
Window annealing for pixel-labeling problems
Computer Vision and Image Understanding
Importance sampling for parametric estimation
Proceedings of the Winter Simulation Conference
ASONAM '12 Proceedings of the 2012 International Conference on Advances in Social Networks Analysis and Mining (ASONAM 2012)
SugarMap: location-less coverage for micro-aerial sensing swarms
Proceedings of the 12th international conference on Information processing in sensor networks
Estimation of exponential random graph models for large social networks via graph limits
Proceedings of the 2013 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining
A probabilistic graphical model approach to stochastic multiscale partial differential equations
Journal of Computational Physics
Bayesian quantile regression for single-index models
Statistics and Computing
Improved short adjacent repeat identification using three evolutionary Monte Carlo schemes
International Journal of Data Mining and Bioinformatics
Environmental Modelling & Software
Uniformly generating origin destination tables
Information Theory, Combinatorics, and Search Theory
The uncertain representation ranking framework for concept-based video retrieval
Information Retrieval
Bayesian parameter inference for partially observed stopped processes
Statistics and Computing
Mixtures of experts for understanding model discrepancy in dynamic computer models
Computational Statistics & Data Analysis
Bayesian robust inference of sample selection using selection-t models
Journal of Multivariate Analysis
Journal of Computational Physics
Detecting parametric objects in large scenes by Monte Carlo sampling
International Journal of Computer Vision
On the flexibility of the design of multiple try Metropolis schemes
Computational Statistics
Python for scientific computing education: Modeling of queueing systems
Scientific Programming
Hi-index | 0.08 |
This paperback edition is a reprint of the 2001 Springer edition. This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as the textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the alter chapters can be potential thesis topics for masters or Ph.D. students in statistics or computer science departments. Jun Liu is Professor of Statistics at Harvard University, with a courtesy Professor appointment at Harvard Biostatistics Department. Professor Liu was the recipient of the 2002 COPSS Presidents' Award, the most prestigious one for statisticians and given annually by five leading statistical associations to one individual under age 40. He was selected as a Terman Fellow by Stanford University in 1995, as a Medallion Lecturer by the Institute of Mathematical Statistics (IMS) in 2002, and as a Bernoulli Lecturer by the International Bernoulli Society in 2004. He was elected to the IMS Fellow in 2004 and Fellow of the American Statistical Association in 2005. He and co-workers have published more than 130 research articles and book chapters on Bayesian modeling and computation, bioinformatics, genetics, signal processing, stochastic dynamic systems, Monte Carlo methods, and theoretical statistics. "An excellent survey of current Monte Carlo methods. The applications amply demonstrate the relevance of this approach to modern computing. The book is highly recommended." (Mathematical Reviews) "This book provides comprehensive coverage of Monte Carlo methods, and in the process uncovers and discusses commonalities among seemingly disparate techniques that arose in various areas of application. The book is well organized; the flow of topics follows a logical development. The coverage is up-to-date and comprehensive, and so the book is a good resource for people conducting research on Monte Carlo methods. The book would be an excellent supplementary text for a course in scientific computing ." (SIAM Review) "The strength of this book is in bringing together advanced Monte Carlo (MC) methods developed in many disciplines. Throughout the book are examples of techniques invented, or reinvented, in different fields that may be applied elsewhere. Those interested in using MC to solve difficult problems will find many ideas, collected from a variety of disciplines, and references for further study." (Technometrics)