Descripción
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
Detalles del libro
Formato
Tapa blanda
Páginas
532 páginas
Idioma
Inglés
Publicado
feb. 14, 2013
Editorial
Springer
Ediciones
11 ediciones
ISBN-10
1475730721
ISBN-13
9781475730722