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Title: Introduction to Stochastic Search and Optimization by James C. Spall ISBN: 0-471-33052-3 Publisher: Wiley-Interscience Pub. Date: March, 2003 Format: Hardcover Volumes: 1 List Price(USD): $99.95 |
Average Customer Rating: 5 (1 review)
Rating: 5
Summary: Recommended to scholars and graduate students
Comment: Introduction to Stochastic Search and Optimization provides comprehensive, current information on methods for real-world problem solving, including stochastic gradient and non-gradient techniques, as well as relatively recent innovations such as simulated annealing, genetic algorithms, and MCMC. It is written to be read and understood by graduate students, industrial practitioners, and experienced researchers in the field. Web links to software and data sets, and an extensive list of references of the book allows the reader to explore deeper into certain topic areas. I also found the index to be very comprehensive and carefully done. The appendices are as a refresher and summary of much of the prerequisite material. The book is somewhat unique in providing a balanced discussion of algorithms, including both their strengths and weaknesses. The book is among very few books that have integrated essential parts of statistical fields with optimization and decision making. The book's inclusion of a chapter on optimal experimental design is an example of such integration. The approaches discussed in the book could be used for financial decision making, forecasting, and quality improvement, among many other areas.
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Title: Combinatorial Optimization : Algorithms and Complexity by Christos H. Papadimitriou, Kenneth Steiglitz ISBN: 0486402584 Publisher: Dover Publications Pub. Date: 07 July, 1998 List Price(USD): $19.95 |
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Title: Probability Theory: The Logic of Science by E. T. Jaynes, G. Larry Bretthorst ISBN: 0521592712 Publisher: Cambridge University Press Pub. Date: 01 June, 2003 List Price(USD): $65.00 |
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Title: Algebra of Probable Inference by Richard T. Cox ISBN: 080186982X Publisher: Johns Hopkins University Press Pub. Date: 01 February, 2002 List Price(USD): $19.95 |
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Title: When Least Is Best: How Mathematicians Discovered Many Clever Ways to Make Things Small or As Large As Possible by Paul J. Nahin, Paul Nahin ISBN: 0691070784 Publisher: Princeton University Press Pub. Date: 01 January, 2004 List Price(USD): $29.95 |
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Title: Matrix Computations (Johns Hopkins Series in the Mathematical Sciences) by Gene H. Golub, Charles F. Van Loan ISBN: 0801854148 Publisher: Johns Hopkins University Press Pub. Date: 01 November, 1996 List Price(USD): $45.95 |
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