Monte Carlo statistical methods /
| Main Author: | |
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
New York :
Springer,
c2004.
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| Edition: | 2nd ed. |
| Subjects: |
Table of Contents:
- Introduction
- Random variable generation
- Monte Carlo Integration
- Controling 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
- Probability distributions
- Notation.