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9780387987071

Monte Carlo Statistical Methods

by ;
  • ISBN13:

    9780387987071

  • ISBN10:

    038798707X

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 1999-08-01
  • Publisher: Springer Verlag
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Supplemental Materials

What is included with this book?

Summary

Provides an introduction to Markov Chains and covers the basics of random variable generation and Monte Carlo integration. Demonstrates how MCMC methods apply to some statistical settings that can't be processed otherwise. DLC: Mathematical statistics.

Author Biography

George Casella is Distinguished Professor and Chair, Department of Statistics, University of Florida. Christian P. Robert is Professor of Statistics in the Applied Mathematics Department at Universite Paris Dauphine France.

Table of Contents

Introduction
Random Variable Generation
Monte Carlo Integration
Controlling Monte Carlo Variance
Monte Carlo Optimization
Markov Chains
The Metropolis-Hastings Algorithm
Thenbsp;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
Table of Contents provided by Publisher. All Rights Reserved.

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

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