Download or read book Tools and Algorithms for the Construction and Analysis of Systems written by Jan Friso Groote and published by Springer Nature. This book was released on 2021-03-22 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access two-volume set constitutes the proceedings of the 27th International Conference on Tools and Algorithms for the Construction and Analysis of Systems, TACAS 2021, which was held during March 27 – April 1, 2021, as part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2021. The conference was planned to take place in Luxembourg and changed to an online format due to the COVID-19 pandemic. The total of 41 full papers presented in the proceedings was carefully reviewed and selected from 141 submissions. The volume also contains 7 tool papers; 6 Tool Demo papers, 9 SV-Comp Competition Papers. The papers are organized in topical sections as follows: Part I: Game Theory; SMT Verification; Probabilities; Timed Systems; Neural Networks; Analysis of Network Communication. Part II: Verification Techniques (not SMT); Case Studies; Proof Generation/Validation; Tool Papers; Tool Demo Papers; SV-Comp Tool Competition Papers.

Download or read book Analysis and Approximation of Rare Events written by Amarjit Budhiraja and published by Springer. This book was released on 2019-08-10 with total page 577 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.

Download or read book High Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Download or read book Introduction to Rare Event Simulation written by James Bucklew and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic theory of large deviations. It allows us to view a vast assortment of simulation problems from a unified single perspective.

Download or read book Introduction to Empirical Processes and Semiparametric Inference written by Michael R. Kosorok and published by Springer Science & Business Media. This book was released on 2007-12-29 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.

Download or read book Large Deviations for Stochastic Processes written by Jin Feng and published by American Mathematical Soc.. This book was released on 2006 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are de

Download or read book Rare Event Simulation using Monte Carlo Methods written by Gerardo Rubino and published by John Wiley & Sons. This book was released on 2009-03-18 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.

Download or read book A Weak Convergence Approach to the Theory of Large Deviations written by Paul Dupuis and published by John Wiley & Sons. This book was released on 2011-09-09 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of large deviations, one of the most dynamic topics inprobability today, studies rare events in stochastic systems. Thenonlinear nature of the theory contributes both to its richness anddifficulty. This innovative text demonstrates how to employ thewell-established linear techniques of weak convergence theory toprove large deviation results. Beginning with a step-by-stepdevelopment of the approach, the book skillfully guides readersthrough models of increasing complexity covering a wide variety ofrandom variable-level and process-level problems. Representationformulas for large deviation-type expectations are a key tool andare developed systematically for discrete-time problems. Accessible to anyone who has a knowledge of measure theory andmeasure-theoretic probability, A Weak Convergence Approach to theTheory of Large Deviations is important reading for both studentsand researchers.

Download or read book Exploring Monte Carlo Methods written by William L. Dunn and published by Elsevier. This book was released on 2022-06-07 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning. - Provides a comprehensive yet concise treatment of Monte Carlo methods - Uses the famous "Buffon's needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods - Includes numerous exercises and useful appendices on: Certain mathematical functions, Bose Einstein functions, Fermi Dirac functions and Watson functions

Download or read book The Fundamentals of Heavy Tails written by Jayakrishnan Nair and published by Cambridge University Press. This book was released on 2022-06-09 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the necessary mathematical models and statistical methods are not widely known. This book, for the first time, provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability. It tackles and tames the zoo of terminology for models and properties, demystifying topics such as the generalized central limit theorem and regular variation. It tracks the natural emergence of heavy-tailed distributions from a wide variety of general processes, building intuition. And it reveals the controversy surrounding heavy tails to be the result of flawed statistics, then equips readers to identify and estimate with confidence. Over 100 exercises complete this engaging package.

Download or read book Discrete Choice Methods with Simulation written by Kenneth Train and published by Cambridge University Press. This book was released on 2009-07-06 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.

Download or read book Cochrane Handbook for Systematic Reviews of Interventions written by Julian P. T. Higgins and published by Wiley. This book was released on 2008-11-24 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Healthcare providers, consumers, researchers and policy makers are inundated with unmanageable amounts of information, including evidence from healthcare research. It has become impossible for all to have the time and resources to find, appraise and interpret this evidence and incorporate it into healthcare decisions. Cochrane Reviews respond to this challenge by identifying, appraising and synthesizing research-based evidence and presenting it in a standardized format, published in The Cochrane Library (www.thecochranelibrary.com). The Cochrane Handbook for Systematic Reviews of Interventions contains methodological guidance for the preparation and maintenance of Cochrane intervention reviews. Written in a clear and accessible format, it is the essential manual for all those preparing, maintaining and reading Cochrane reviews. Many of the principles and methods described here are appropriate for systematic reviews applied to other types of research and to systematic reviews of interventions undertaken by others. It is hoped therefore that this book will be invaluable to all those who want to understand the role of systematic reviews, critically appraise published reviews or perform reviews themselves.

Download or read book Uncertainty in Engineering written by Louis J. M. Aslett and published by Springer Nature. This book was released on 2022 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book provides an introduction to uncertainty quantification in engineering. Starting with preliminaries on Bayesian statistics and Monte Carlo methods, followed by material on imprecise probabilities, it then focuses on reliability theory and simulation methods for complex systems. The final two chapters discuss various aspects of aerospace engineering, considering stochastic model updating from an imprecise Bayesian perspective, and uncertainty quantification for aerospace flight modelling. Written by experts in the subject, and based on lectures given at the Second Training School of the European Research and Training Network UTOPIAE (Uncertainty Treatment and Optimization in Aerospace Engineering), which took place at Durham University (United Kingdom) from 2 to 6 July 2018, the book offers an essential resource for students as well as scientists and practitioners.

Download or read book Statistical Methods in Water Resources written by D.R. Helsel and published by Elsevier. This book was released on 1993-03-03 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data on water quality and other environmental issues are being collected at an ever-increasing rate. In the past, however, the techniques used by scientists to interpret this data have not progressed as quickly. This is a book of modern statistical methods for analysis of practical problems in water quality and water resources.The last fifteen years have seen major advances in the fields of exploratory data analysis (EDA) and robust statistical methods. The 'real-life' characteristics of environmental data tend to drive analysis towards the use of these methods. These advances are presented in a practical and relevant format. Alternate methods are compared, highlighting the strengths and weaknesses of each as applied to environmental data. Techniques for trend analysis and dealing with water below the detection limit are topics covered, which are of great interest to consultants in water-quality and hydrology, scientists in state, provincial and federal water resources, and geological survey agencies.The practising water resources scientist will find the worked examples using actual field data from case studies of environmental problems, of real value. Exercises at the end of each chapter enable the mechanics of the methodological process to be fully understood, with data sets included on diskette for easy use. The result is a book that is both up-to-date and immediately relevant to ongoing work in the environmental and water sciences.

Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Download or read book Sampling Theory and Practice written by Changbao Wu and published by Springer Nature. This book was released on 2020-05-15 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: The three parts of this book on survey methodology combine an introduction to basic sampling theory, engaging presentation of topics that reflect current research trends, and informed discussion of the problems commonly encountered in survey practice. These related aspects of survey methodology rarely appear together under a single connected roof, making this book a unique combination of materials for teaching, research and practice in survey sampling. Basic knowledge of probability theory and statistical inference is assumed, but no prior exposure to survey sampling is required. The first part focuses on the design-based approach to finite population sampling. It contains a rigorous coverage of basic sampling designs, related estimation theory, model-based prediction approach, and model-assisted estimation methods. The second part stems from original research conducted by the authors as well as important methodological advances in the field during the past three decades. Topics include calibration weighting methods, regression analysis and survey weighted estimating equation (EE) theory, longitudinal surveys and generalized estimating equations (GEE) analysis, variance estimation and resampling techniques, empirical likelihood methods for complex surveys, handling missing data and non-response, and Bayesian inference for survey data. The third part provides guidance and tools on practical aspects of large-scale surveys, such as training and quality control, frame construction, choices of survey designs, strategies for reducing non-response, and weight calculation. These procedures are illustrated through real-world surveys. Several specialized topics are also discussed in detail, including household surveys, telephone and web surveys, natural resource inventory surveys, adaptive and network surveys, dual-frame and multiple frame surveys, and analysis of non-probability survey samples. This book is a self-contained introduction to survey sampling that provides a strong theoretical base with coverage of current research trends and pragmatic guidance and tools for conducting surveys.

Download or read book Mathematical Reviews written by and published by . This book was released on 1995 with total page 894 pages. Available in PDF, EPUB and Kindle. Book excerpt: