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I recommend that the reader go through the preface. It is not the standard preface that outlines the text but rather it introduces arguments justifying the approach. In the preface he describes the Monty Hall problem. This is a wonderful problem for illustrating the subtleties of probability theory. Many mathematicians (including thee famous Paul Erdos) were led to incorrect solutions through probabilistic arguments. Although a careful mathematical treatment would lead to the correct answer, Professor Thompson points out that the easiest way to be convinced of the correct answer is to simulate the game.
The text is fairly technical and is meant for the applied statistician with a strong mathematical and statistical background. For the right audience it is a very entertaining book.
The philosophy is very similar to the philosophy of Efron and other resampling statisticians who see the value in the use of intensive computing to replace analytical methods when the analysis is difficult. The book covers many of the computer-intensive methods that are currently popular including the EM algorithm, Markov Chain Monte Carlo (Gibbs Sampling) and resampling methods including bootstrap. Monte Carlo methods are introduced early (after discussing pseudo random number generation) along with various techniques for variance reduction in the simulations. Then a variety of models and interesting practical examples are presented.
The presentation is not very systematic which may be unsettling for some readers. However, I think it is worth the effort. Any statistician with a broad range of consulting experience will appreciate and relate to Thompson's ideas.
Although the title is "Simulation", don't get the idea that this is a typical traditional text like say Fishman. Thompson covers many of the same topics but in different and interesting ways. For example the chapter on random quadrature covers most of the Monte Carlo techniques that one can find in Hammersley and Handscomb but he demonstrates the methods as ways to approximate integrals of functions. Although this was an early application of the Monte Carlo method, it is not what we typically do in simulation. But these techniques are still useful and regaining popularity when intensive computing is involved as comes about with bootstrap or Markov chain Monte Carlo. He also shows graphically the pitfalls of some pseudorandom number generators but does not get carried away in the quest to test randomness, a trap that too many of our colleagues fall into.
As Pieter van Gelder pointed out in his review, Thompson stimulates us with some examples of how Monte Carlo methods can readily attack solutions to differential equations such as in the gambler's ruin, the Dirichlet problem and the Fokker-Planck equation.
Thompson's strength is his knowledge of nonparametric density estimation and stochastic processes. Areas in which he has done a great deal of research.
Several authors including Thompson and Dudewicz have noted that the nonparametric bootstrap suffers some because of its discrete jumpy nature. If the distribution that one is sampling from is known to be continuous then smoothing the empiric distribution before resampling makes sense. Dudewicz refers to this approach as "the generalized bootstrap". Thompson and Taylor put a great deal of effort into such a resampling algorithm and named it SIMDAT. Section 5.3 addresses this approach. Thompson also presents SIMEST an algorithm that develops a likelihood function through simulation to then find parameter estimates that approximately maximize this likelihood. He demonstrates this with an oncological example of a stochastic model for tumor growth.
Other very practical and interesting examples of simulation in the text are rank testing for high-dimensional multivariate statistical process control, models for stocks (using geometric Brownian motion)and other problems in finance.
A whole chapter, Chapter 10 is devoted to resampling-based testing of hypotheses and Chapter 9 "Bayesian Approaches" covers Gibbs sampling and Markov chain Monte Carlo. Ideas of experimental design and response surface optimization are covered in Chapters 10 and 11.
Unusual for a statistics text is Chapter 8 that deals with the mathematics of Chaos theory.
Chapter 12 should not be overlooked. This puts many of the techniques together in the study of the AIDS epidemic. This is an endeavor that Professor Thompson has put a great deal of research effort into and his finding about the effects of the homosexual bath houses is very informative and enlightening.
This is a great book for statistician, operation research analysts, scientists and engineers. It contains some valuable material and philosophy that you will find nowhere else!
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This lexicon is good for those of us who lack the spare cash to go by Kittel's 10-volume behemoth.
Bennett's service saw him involved in battles with Indians, surveying the Gadsden Purchase and involved in the life of communities where American and Mexican cultures intermingled.
This book is a must for anyone interested in military history or life on the frontier prior to the Civil War
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Lily Tuck's "Siam" tells the story of a young, twenty-five year old woman named Claire, who impulsively marries an American, who helps build airfields for the army and is living in Thailand on the eve of the Vietnam War.
Claire joins her husband in Thailand, and the novel describes her experiences living in a country which is exotic and strangely beautiful on the surface, but also extremely "ugly" and even "sinister" beneath the country's seemingly beautiful facade.
Despite this short novel's well depicted, exotic locale (realistic and well done), the book isn't really about much of anything. Claire's marriage is shown to be falling apart:no reasons or motivations given, other than the fact that James doesn't seem to be in love with her (if, in fact he ever was) and seems to enjoy being away, working. Claire and James are sketchily described at best and never rise above being shown as more than just "types"--rather than interesting "individuals" in their own right.
What small amount of plot there is, concerns itself with the mysterious disappearance of a Silk enprenneur, named Jim Thompson, and Claire's obsessive attempt to find out the reason for his disappearance while he was flying somewhere else in Thairland supposedly while vacationing.
Claire's interest in Bill Thompson, (an actual, historical figure who disappeared under mysterious circumstances, is never plausibly spelled out for the reader, other than just to be told that the object of her search was an exceedingly polite and well bred man, who had exquisite artistic tastes)and seemed altogether different from her husband, whom Claire is obviously no longer in love with anymore than her husband is with her.
Lily Tuck's unwillingness to describe any of her characters in any depth made it impossible for this reader to care in any way what happens to them---which isn't much of anything, except that Claire never finds out what happened to Jim Thompson and an unexpected act of violence occurs in the swimming pool of the house where she is living, at the close of the novel.
Besides the dearth of an interesting plot and the lack of interesting characterization, there is a seemingly endless attempt on the part of the author to explain the intricacies of the Thai language as Claire struggles to familiarize herself with with Thailand's customs and traditions.
Page after page is filled with ITALICIZED Thai words and expressions--as though Lily Tuck is trying to compensate for her lack of plotting and poor attempts at characterization, by illustrating how much she knows about the Thai language.
Perhaps other readers will find virtues in the book which I have somehow missed seeing. But as far as I'm concerned--except for the lush descriptions of Thailand's fauna and plant life--there is little reason to read "Siam."
Don't waste your time!
This is a story of a rather naive young American woman, Claire, who marries impulsively to a military contractor working out of Thailand during the Vietnam war. She must cope with a new culture, servants she distrusts and a husband that she becomes suspicious of. Yet, there is a tone of mystery, a friend they met at a dinner party disappears. Based on a real event, Jim Thompson, an American silk buisnessman disappears during a vacation. Claire becomes obsessed with his absence, along with other issues of her life that begin to unravel.
At first, her arrival prompted her to take Thai language lessons, research Thai history and culture in the local library and join a military wives weekly tour group. The plunge into Thai culture begins to take it's toll on Claire. She mistrusts the servants, and later finds items missing that she treasures. Worst, she doubts her debonair husband and fears he is having affairs with friend's wives. She takes to examining his dirty laundry for evidence of infidelity. She can't sleep and begins to drink more. She misses her home and her family. She finds the Thai food disgusting and the outside town filthy. There is a palpable tension that the author alludes to, a crisis in the making and a constant referral to the violence of the Thai past intersecting with this woman's life.
I guarantee all your questions will not be answered. The ending is allusive and disturbing. While accepting the novel as it is would be my advice, I would relish the opportunity to review this book in a book club setting. I am sure the interpretations would be various and vast. Don't let the originality put you off to an incredible unique novel.