描述
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
書籍詳情
格式
平裝書
頁數
532 頁
語言
英語
已出版
Feb 14, 2013
出版商
Springer
版本
11 個版本
ISBN-10
1475730721
ISBN-13
9781475730722