Markov Chain Monte Carlo

Language: English

Published by Taylor and Francis Inc, US, 2006

1584885874 / 9781584885870

Series: Book 16 of 126 - Chapman & Hall/CRC Texts in Statistical Science

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While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference problems has increased by leaps and bounds. Incorporating changes in theory and highlighting new applications, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. The second edition includes access to an internet site that provides the code, written in R and WinBUGS, used in many of the previously existing and new examples and exercises. More importantly, the self-explanatory nature of the codes will enable modification of the inputs to the codes and variation on many directions will be available for further exploration.Major changes from the previous edition: · More examples with discussion of computational details in chapters on Gibbs sampling and Metropolis-Hastings algorithms · Recent developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection · Discussion of computation using both R and WinBUGS · Additional exercises and selected solutions within the text, with all data sets and software available for download from the Web · Sections on spatial models and model adequacy The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. The book will appeal to everyone working with MCMC techniques, especially research and graduate statisticians and biostatisticians, and scientists handling data and formulating models. The book has been substantially reinforced as a first reading of material on MCMC and, consequently, as a textbook for modern Bayesian computation and Bayesian inference courses.

Seller Inventory # LU-9781584885870

Title
Markov Chain Monte Carlo
Author
Dani Gamerman, Hedibert F. Lopes
Publisher
Taylor and Francis Inc, US
Publication year
2006
Condition
New
Binding
Hardback
Language
English
ISBN 10
1584885874
ISBN 13
9781584885870
Edition
2nd Edition
Item weight
780 grams
Series
Book 16 of 126: Chapman & Hall/CRC Texts in Statistical Science

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