Mean Field Simulation for Monte Carlo Integration

DOI10.1201/b14924zbMath1282.65011OpenAlexW568632016MaRDI QIDQ2840671

Pierre Del Moral

Publication date: 23 July 2013

Full work available at URL: https://doi.org/10.1201/b14924

zbMATH Keywords

monographoptimal controlKalman filterIsing modelSherrington-Kirkpatrick modelnonlinear evolution equationssignal processingmany-body systemPoisson point processMarkov chain modelslinear evolution equationsHamiltonian functionalstochastic kinetic modelMonte Carlo modelsBoltzman-Gibbs measurescontinuous and discrete time modelsFeynman-Kac path integration modelsFokker-Planck differential equationMcKean evolutionsmean field simulationmultiple-objects nonlinear filteringparticle density profils

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical analysis or methods applied to Markov chains (65C40) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) Many-body theory; quantum Hall effect (81V70) Numerical solutions to stochastic differential and integral equations (65C30) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Stochastic particle methods (65C35)

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