Mean field simulation for Monte Carlo integration
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Publication:2840671
Kalman filtermonographsignal processingIsing modeloptimal controlPoisson point processMarkov chain modelslinear evolution equationsnonlinear evolution equationsmany-body systemSherrington-Kirkpatrick modelHamiltonian 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
Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Probabilistic models, generic numerical methods in probability and statistics (65C20) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) Many-body theory; quantum Hall effect (81V70) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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