Beskrivning
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
Bokdetaljer
Format
Pocketbok
Sidor
532 sidor
Språk
Engelska
Publicerad
feb 14, 2013
Förlag
Springer
Upplagor
11 utgåvor
ISBN-10
1475730721
ISBN-13
9781475730722