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Markov Chain Monte Carlo
SPAR
kr 191
While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference problems has increased by leaps and bounds. Incorporating changes in theory and highlighting new applications, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. The second edition includes access to an internet site that provides the code, written in R and WinBUGS, used in many of the previously existing and new examples and exercises. More importantly, the self-explanatory nature of the codes will enable modification of the inputs to the codes and variation on many directions will be available for further exploration.

Major changes from the previous edition:

·         More examples with discussion of computational details in chapters on Gibbs sampling and Metropolis-Hastings algorithms

·         Recent developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection

·         Discussion of computation using both R and WinBUGS

·         Additional exercises and selected solutions within the text, with all data sets and software available for download from the Web

·         Sections on spatial models and model adequacy

The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. The book will appeal to everyone working with MCMC techniques, especially research and graduate statisticians and biostatisticians, and scientists handling data and formulating models. The book has been substantially reinforced as a first reading of material on MCMC and, consequently, as a textbook for modern Bayesian computation and Bayesian inference courses.

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While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference problems has increased by leaps and bounds. Incorporating changes in theory and highlighting new applications, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. The second edition includes access to an internet site that provides the code, written in R and WinBUGS, used in many of the previously existing and new examples and exercises. More importantly, the self-explanatory nature of the codes will enable modification of the inputs to the codes and variation on many directions will be available for further exploration.

Major changes from the previous edition:

·         More examples with discussion of computational details in chapters on Gibbs sampling and Metropolis-Hastings algorithms

·         Recent developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection

·         Discussion of computation using both R and WinBUGS

·         Additional exercises and selected solutions within the text, with all data sets and software available for download from the Web

·         Sections on spatial models and model adequacy

The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. The book will appeal to everyone working with MCMC techniques, especially research and graduate statisticians and biostatisticians, and scientists handling data and formulating models. The book has been substantially reinforced as a first reading of material on MCMC and, consequently, as a textbook for modern Bayesian computation and Bayesian inference courses.

Produktdetaljer
Sprog: Engelsk
Sider: 342
ISBN-13: 9781584885870
Indbinding: Hardback
Udgave:
ISBN-10: 1584885874
Udg. Dato: 10 maj 2006
Længde: 23mm
Bredde: 239mm
Højde: 162mm
Oplagsdato: 10 maj 2006
Forfatter(e) Hedibert F. Lopes, Dani Gamerman, Hedibert F. (University of Chicago Lopes, Dani (University Federal Do Rio de Janeiro Gamerman


Kategori Sandsynlighedsregning og statistik


Sprog Engelsk


Indbinding Hardback


Sider 342


Udgave


Længde 23mm


Bredde 239mm


Højde 162mm

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