Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage of random variable generation has been totally revised, with many concepts being unified through a fundamental theorem of simulation
There are five completely new chapters that cover Monte Carlo control,...
Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used b...
This is an introduction to Bayesian statistics and decision theory, including advanced topics such as Monte Carlo methods. This new edition contains several revised chapters and a new chapter on model choice.
This is an introduction to Bayesian statistics and decision theory, including advanced topics such as Monte Carlo methods. This new edition contains s...
This is an introduction to Bayesian statistics and decision theory, including advanced topics such as Monte Carlo methods. This new edition contains several revised chapters and a new chapter on model choice.
This is an introduction to Bayesian statistics and decision theory, including advanced topics such as Monte Carlo methods. This new edition contains s...
The exponential increase in the use of MCMC methods and the corre sponding applications in domains of even higher complexity have caused a growing concern about the available convergence assessment methods and the realization that some of these methods were not reliable enough for all-purpose analyses. Some researchers have mainly focussed on the con vergence to stationarity and the estimation of rates of convergence, in rela tion with the eigenvalues of the transition kernel. This monograph adopts a different perspective by developing (supposedly) practical devices to assess the mixing...
The exponential increase in the use of MCMC methods and the corre sponding applications in domains of even higher complexity have caused a growing con...