Get Free Shipping on orders over $49
Advanced Variance Reduction Techniques For Mcmc - Denis Belomestny

Advanced Variance Reduction Techniques For Mcmc

By: Denis Belomestny

Hardcover | 31 December 2026

At a Glance

Hardcover


RRP $284.99

$256.75

10%OFF

or 4 interest-free payments of $64.19 with

 or 

Available: 31st December 2026

Preorder. Will ship when available.

The book is devoted to contemporary variance reduction methods for Monte Carlo and Markov Chain (MCMC) with Machine Learning and Finance applications. We present new approaches based on martingale representations, and Stein control variates besides the standard techniques. In addition, the book focuses on developing new variance reduction algorithms in MCMC and their theoretical analysis. Readers will find numerical examples that illustrate all proposed algorithms.

More in Stochastics

Game Theory : 2nd edition - Michael Maschler

RRP $113.95

$96.75

15%
OFF
Introduction to Stochastic Processes : 2nd Edition - Gregory F. Lawler

RRP $221.00

$157.75

29%
OFF
Logistic Regression : Bridging Theory and Practice - Hassan Doosti

RRP $305.00

$263.75

14%
OFF