Monte Carlo Methods Bayesian by Chen Ming Hui (33 results)
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Taschenbuch. Condition: Neu. Monte Carlo Methods in Bayesian Computation | Ming-Hui Chen (u. a.) | Taschenbuch | xiii | Englisch | 2012 | Springer | EAN 9781461270744 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Sampling from the posterior distribution and computing posterior quanti ties of interest using Markov chain Monte Carlo (MCMC) samples are two major challenges involved in advanced Bayesian computation. This book examines each of these issues in de…tail and focuses heavily on comput ing various posterior quantities of interest from a given MCMC sample. Several topics are addressed, including techniques for MCMC sampling, Monte Carlo (MC) methods for estimation of posterior summaries, improv ing simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, Highest Poste rior Density (HPD) interval calculations, computation of posterior modes, and posterior computations for proportional hazards models and Dirichlet process models. Also extensive discussion is given for computations in volving model comparisons, including both nested and nonnested models. Marginal likelihood methods, ratios of normalizing constants, Bayes fac tors, the Savage-Dickey density ratio, Stochastic Search Variable Selection (SSVS), Bayesian Model Averaging (BMA), the reverse jump algorithm, and model adequacy using predictive and latent residual approaches are also discussed. The book presents an equal mixture of theory and real applications.
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Sampling from the posterior distribution and computing posterior quanti ties of interest using Markov chain Monte Carlo (MCMC) samples are two major challenges involved in advanced Bayesian computation. This book examines each of these issues in detail an…d focuses heavily on comput ing various posterior quantities of interest from a given MCMC sample. Several topics are addressed, including techniques for MCMC sampling, Monte Carlo (MC) methods for estimation of posterior summaries, improv ing simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, Highest Poste rior Density (HPD) interval calculations, computation of posterior modes, and posterior computations for proportional hazards models and Dirichlet process models. Also extensive discussion is given for computations in volving model comparisons, including both nested and nonnested models. Marginal likelihood methods, ratios of normalizing constants, Bayes fac tors, the Savage-Dickey density ratio, Stochastic Search Variable Selection (SSVS), Bayesian Model Averaging (BMA), the reverse jump algorithm, and model adequacy using predictive and latent residual approaches are also discussed. The book presents an equal mixture of theory and real applications.
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book examines advanced Bayesian computational methods. It presents methods for sampling from posterior distributions and discusses how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples. This boo…k examines each of these issues in detail and heavily focuses on computing various posterior quantities of interest from a given MCMC sample. Several topics are addressed, including techniques for MCMC sampling, Monte Carlo methods for estimation of posterior quantities, improving simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, highest posterior density interval calculations, computation of posterior modes, and posterior computations for proportional hazards models and Dirichlet process models. The authors also discuss computions involving model comparisons, including both nested and non-nested models, marginal likelihood methods, ratios of normalizing constants, Bayes factors, the Savage-Dickey density ratio, Stochastic Search Variable Selection, Bayesian Model Averaging, the reverse jump algorithm, and model adequacy using predictiveand latent residual approaches. The book presents an equal mixture of theory and applications involving real data. The book is intended as a graduate textbook or a reference book for a one semester course at the advanced masters or Ph.D. level. It would also serve as a useful reference book for applied or theoretical researchers as well as practitioners. Ming-Hui Chen is Associate Professor of Mathematical Sciences at Worcester Polytechnic Institute, Qu-Man Shao is Assistant Professor of Mathematics at the University of Oregon. Joseph G. Ibrahim is Associate Professor of Biostatistics at the Harvard School of Public Health and Dana-Farber Cancer Institute. 406 pp. Englisch.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Dealing with methods for sampling from posterior distributions and how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples, this book addresses such topics as improving simulation accuracy, marg…inal posterior density estimation, estimation of normalizing constants, constrained parameter problems, highest posterior density interval calculations, computation of posterior modes, and posterior computations for proportional hazards models and Dirichlet process models. The authors also discuss model comparisons, including both nested and non-nested models, marginal likelihood methods, ratios of normalizing constants, Bayes factors, the Savage-Dickey density ratio, Stochastic Search Variable Selection, Bayesian Model Averaging, the reverse jump algorithm, and model adequacy using predictive and latent residual approaches. The book presents an equal mixture of theory and applications involving real data, and is intended as a graduate textbook or a reference book for a one-semester course at the advanced masters or Ph.D. level. It will also serve as a useful reference for applied or theoretical researchers as well as practitioners. 404 pp. Englisch.
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Dealing with methods for sampling from posterior distributions and how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples, this book addresses such topics as improving simulation… accuracy, marginal posterior density es.
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Dealing with methods for sampling from posterior distributions and how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples, this book addresses such topics as improving…simulation accuracy, marginal posterior density es.
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