Christian Robert,
George Casella
Springer New York
2e druk, 2005
9780387212395
Monte Carlo Statistical Methods
Specificaties
Gebonden, 649 blz.
|
Engels
Springer New York |
2e druk, 2005
ISBN13: 9780387212395
Rubricering
Onderdeel van serie
Springer Texts in Statistics
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
We have sold 4300 copies worldwide of the first edition (1999).
This new edition contains five completely new chapters covering new developments.
Specificaties
ISBN13:9780387212395
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:649
Uitgever:Springer New York
Druk:2
Inhoudsopgave
Introduction * Random Variable Generation * Monte Carlo Integration * Controlling Monte Carlo Variance * Monte Carlo Optimization * Markov Chains * The Metropolis-Hastings Algorithm * The Slice Sampler * The Two-Stage Gibbs Sampler * The Multi-Stage Gibbs Sampler * Variable Dimension Models and Reversible Jump * Diagnosing Convergence * Perfect Sampling * Iterated and Sequential Importance Sampling