Read on Twitter
this week, i will tweet some textbook recommendations.
for the books which i include, the basic criteria are that:
1) if i had found them earlier, i would have understood certain topics more quickly
2) they contributed to me liking the subject
3) i still enjoy reading them
for the books which i include, the basic criteria are that:
1) if i had found them earlier, i would have understood certain topics more quickly
2) they contributed to me liking the subject
3) i still enjoy reading them
a good place to start is Luc Devroye's "Non-Uniform Random Variate Generation", which is available freely and in full at http://luc.devroye.org/rnbookindex.html.
i like it because it covers a lot of the basic simulation tricks, and nice attention is paid to details which save time in practice.
i like it because it covers a lot of the basic simulation tricks, and nice attention is paid to details which save time in practice.
next up is Art Owen's "Monte Carlo theory, methods and examples", which is available freely at https://statweb.stanford.edu/~owen/mc/ .
still technically a work-in-progress, the content is very thorough, gives an excellent broad introduction to Monte Carlo, and contains many useful references.
still technically a work-in-progress, the content is very thorough, gives an excellent broad introduction to Monte Carlo, and contains many useful references.
