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Statistics and Computing

Independent Random Sampling Methods

Authors: Martino, Luca, Luengo García, David, Míguez Arenas, Joaquín

  • Presents an up-to-date survey of random sampling methods
  • Offers useful methods for practitioners together with detailed analyses for researchers in computational statistics
  • Covers random sampling from multivariate distributions
  • Features a wealth of examples with accompanying computer code
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eBook $99.00
price for USA in USD (gross)
  • ISBN 978-3-319-72634-2
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA in USD
  • ISBN 978-3-319-72633-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code.

The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.


About the authors

Luca Martino is currently a research fellow at the University of Valencia, Spain, after having held positions at the Carlos III University of Madrid, Spain, the University of Helsinki, Finland and the University of São Paulo, Brazil. His research interests are in the fields of statistical signal processing and computational statistics, especially in connection with Bayesian analysis and Monte Carlo approximation methods.

David Luengo is an Associate Professor at the Technical University of Madrid, Spain. His research interests are in the broad fields of statistical signal processing and machine learning, especially Bayesian learning and inference, Gaussian processes, Monte Carlo algorithms, sparse signal processing and Bayesian non-parametrics. Dr. Luengo has co-authored over 70 research papers, which were published in international journals and conference volumes.

Joaquín Míguez is an Associate Professor at the Carlos III University of Madrid, Spain. His interests are in the fields of applied probability, computational statistics, dynamical systems and the theory and applications of the Monte Carlo methods. Having published extensively and lectured internationally on his research, he was a co-recipient of the IEEE Signal Processing Magazine Best Paper Award in 2007.

Table of contents (8 chapters)

Buy this book

eBook $99.00
price for USA in USD (gross)
  • ISBN 978-3-319-72634-2
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA in USD
  • ISBN 978-3-319-72633-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Independent Random Sampling Methods
Authors
Series Title
Statistics and Computing
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG, part of Springer Nature
eBook ISBN
978-3-319-72634-2
DOI
10.1007/978-3-319-72634-2
Hardcover ISBN
978-3-319-72633-5
Series ISSN
1431-8784
Edition Number
1
Number of Pages
XII, 280
Number of Illustrations and Tables
3 b/w illustrations, 52 illustrations in colour
Topics