| 書目名稱 | Monte Carlo Statistical Methods |
| 編輯 | Christian P. Robert,George Casella |
| 視頻video | http://file.papertrans.cn/640/639118/639118.mp4 |
| 概述 | Very popular book published in 1999.New advances are covered in the second edition.Request lecturer material: |
| 叢書名稱 | Springer Texts in Statistics |
| 圖書封面 |  |
| 描述 | .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, reversible jump, slice sampling, sequential Monte Carlo, and perfect sampling. There is a more in-depth coverage of Gibbs sampling, which is now contained in three consecutive chapters. The development of Gibbs sampling starts with slice sampling and its connection with the fundamental theorem of simulation, and builds up to two-stage Gibbs sampling and its theoretical properties. A third chapter covers the multi-stage Gibbs sampler and its variety of applications. Lastly, chapters from the previous edition have been revised towards easier access, with the examples getting more detailed coverage.. . .This te |
| 出版日期 | Textbook 2004Latest edition |
| 關(guān)鍵詞 | Importance Sampling; Markov chain; Markov chain Monte Carlo; Mathematica; Random variable; Ringe; algorith |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-1-4757-4145-2 |
| isbn_softcover | 978-1-4419-1939-7 |
| isbn_ebook | 978-1-4757-4145-2Series ISSN 1431-875X Series E-ISSN 2197-4136 |
| issn_series | 1431-875X |
| copyright | Springer Science+Business Media New York 2004 |
|Archiver|手機(jī)版|小黑屋|
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