書誌事項

Monte Carlo statistical methods

Christian P. Robert, George Casella

(Springer texts in statistics)

Springer, c2004

2nd ed

大学図書館所蔵 件 / 60

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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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