Introducing Monte Carlo Methods with R (Use R!)
Christian P. Robert; George Casella
Sold by BEST BOOK, Richardson, TX, U.S.A.
AbeBooks Seller since 9 April 2025
New - Soft cover
Condition: New
Ships within U.S.A.
Quantity: 1 available
Add to basketSold by BEST BOOK, Richardson, TX, U.S.A.
AbeBooks Seller since 9 April 2025
Condition: New
Quantity: 1 available
Add to basketShip within 24hrs. 100% Satisfaction is Our #1 Goal!
Seller Inventory # J3-00045
Computational techniques based on simulation have now become an essential part of the statistician's toolbox. It is thus crucial to provide statisticians with a practical understanding of those methods, and there is no better way to develop intuition and skills for simulation than to use simulation to solve statistical problems. Introducing Monte Carlo Methods with R covers the main tools used in statistical simulation from a programmer's point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison. While this book constitutes a comprehensive treatment of simulation methods, the theoretical justification of those methods has been considerably reduced, compared with Robert and Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here.
This book does not require a preliminary exposure to the R programming language or to Monte Carlo methods, nor an advanced mathematical background. While many examples are set within a Bayesian framework, advanced expertise in Bayesian statistics is not required. The book covers basic random generation algorithms, Monte Carlo techniques for integration and optimization, convergence diagnoses, Markov chain Monte Carlo methods, including Metropolis {Hastings and Gibbs algorithms, and adaptive algorithms. All chapters include exercises and all R programs are available as an R package called mcsm. The book appeals to anyone with a practical interest in simulation methods but no previous exposure. It is meant to be useful for students and practitioners in areas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The programming parts are introduced progressively to be accessible to any reader.
Computational techniques based on simulation have now become an essential part of the statistician's toolbox. It is thus crucial to provide statisticians with a practical understanding of those methods, and there is no better way to develop intuition and skills for simulation than to use simulation to solve statistical problems. Introducing Monte Carlo Methods with R covers the main tools used in statistical simulation from a programmer's point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison. While this book constitutes a comprehensive treatment of simulation methods, the theoretical justification of those methods has been considerably reduced, compared with Robert and Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here.
This book does not require a preliminary exposure to the R programming language or to Monte Carlo methods, nor an advanced mathematical background. While many examples are set within a Bayesian framework, advanced expertise in Bayesian statistics is not required. The book covers basic random generation algorithms, Monte Carlo techniques for integration and optimization, convergence diagnoses, Markov chain Monte Carlo methods, including Metropolis {Hastings and Gibbs algorithms, and adaptive algorithms. All chapters include exercises and all R programs are available as an R package called mcsm. The book appeals to anyone with a practical interest in simulation methods but no previous exposure. It is meant to be useful for students and practitioners in areas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The programming parts are introduced progressively to be accessible to any reader.
Christian P. Robert is Professor of Statistics at Université Paris Dauphine, and Head of the Statistics Laboratory of CREST, bothin Paris, France. He has authored more than 150 papers in applied probability, Bayesian statistics and simulation methods. He is a fellow of the Institute of Mathematical Statistics and the recipient of an IMS Medallion. He has authored eight other books, including The Bayesian Choice which received the ISBA DeGroot Prize in 2004, Monte Carlo Statistical Methods with George Casella, and Bayesian Core with Jean-Michel Marin. He has served as Joint Editor of the Journal of the Royal Statistical Society Series B, as well as an associate editor for most major statistical journals, and was the 2008 ISBA President.
George Casella is Distinguished Professor in the Department of Statistics at the University of Florida. He is active in both theoretical and applied statistics, is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and a Foreign Member of the Spanish Royal Academy of Sciences. He has served as Theory and Methods Editor of the Journal of the American Statistical Association, as Executive Editor of Statistical Science, and as Joint Editor of the Journal of the Royal Statistical Society Series B. In addition to books with Christian Robert, he has written Variance Components, 1992, with S.R. Searle and C.E. McCulloch; Statistical Inference, Second Edition, 2001, with Roger Berger; and Theory of Point Estimation, Second Edition, 1998, with Erich Lehmann. His latest book is Statistical Design 2008.
"About this title" may belong to another edition of this title.
We guarantee the condition of every book as it's described on the Abebooks websites.
If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 14 days of the estimated delivery date.
If you are a consumer you can cancel the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
INFORMATION REGARDING THE RIGHT OF CANCELLATION
Statutory Right to cancel
You have the right to cancel this contract within 14 days without giving any reason.
The cancellation period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the the last good or the last lot or piece.
To exercise the right to cancel, you must inform us, BEST BOOK, 11756 S HARRELLS FERRY RD, SUITE C, 70816, BATON ROUGE, Louisiana, U.S.A., +1 6019422302, of your decision to cancel this contract by a clear statement (e.g. a letter sent by post, fax or e-mail). You may use the attached model cancellation form, but it is not obligatory. You can also electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". If you use this option, we will communicate to you an acknowledgement of receipt of such a cancellation on a durable medium (e.g. by e-mail) without delay.
To meet the cancellation deadline, it is sufficient for you to send your communication concerning your exercise of the right to cancel before the cancellation period has expired.
Effects of cancellation
If you cancel this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to cancel with contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to us or BEST BOOK, 11756 S HARRELLS FERRY RD, SUITE C, 70816, BATON ROUGE, Louisiana, U.S.A., +1 6019422302, without undue delay and in any event not later than 14 days from the day on which you communicate your cancellation from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of cancellation
The right of cancellation does not apply to:
Model withdrawal form
(complete and return this form only if you wish to withdraw from the contract)
To: (BEST BOOK, 11756 S HARRELLS FERRY RD, SUITE C, 70816, BATON ROUGE, Louisiana, U.S.A., +1 6019422302)
I/We (*) hereby give notice that I/We (*) withdraw from my/our (*) contract of sale of the following goods (*)/for the provision of the following goods (*)/for the provision of the following service (*),
Ordered on (*)/received on (*)
Name of consumer(s)
Address of consumer(s)
Signature of consumer(s) (only if this form is notified on paper)
Date
* Delete as appropriate.
All books securely packaged.
| Order quantity | 3 to 5 business days | 1 to 2 business days |
|---|---|---|
| First item | £ 0.00 | £ 10.40 |
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.