Christian P. Robert, George Casella

Monte Carlo Statistical Methods

• Buch

Produktdetails

• Verlag: Springer New York
• ISBN-13: 9780387987071
• ISBN-10: 038798707X
• Artikelnr.: 27783910

Inhaltsangabe

- Introduction
- Random Variable Generation
- Monte Carlo Integration
- Markov Chains
- Monte Carlo Optimization
- The Metropolis-Hastings Algorithm
- The Gibbs Sampler
- Diagnosing Convergence
- Implementation in Missing Data Models.

Rezensionen

From the reviews: MATHEMATICAL REVIEWS "Although the book is written as a textbook, with many carefully worked out examples and exercises, it will be very useful for the researcher since the authors discuss their favorite research topics (Monte Carlo optimization and convergence diagnostics) going through many relevant references...This book is a comprehensive treatment of the subject and will be an essential reference for statisticians working with McMC."