Monte Carlo statistical methods
著者
書誌事項
Monte Carlo statistical methods
（Springer texts in statistics）
Springer, c2004
2nd ed
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注記
Includes bibliographical references (p. [591]-622) and indexes
内容説明・目次
内容説明
We have sold 4300 copies worldwide of the first edition (1999).
This new edition contains five completely new chapters covering new developments.
目次
Introduction * Random Variable Generation * Monte Carlo Integration * Controlling 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
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