Monte Carlo statistical methods
Author(s)
Bibliographic Information
Monte Carlo statistical methods
（Springer texts in statistics）
Springer, c2004
2nd ed [on demand]
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Note
Includes bibliographical references (p. [591]-622) and indexes
Description and Table of Contents
Description
We have sold 4300 copies worldwide of the first edition (1999).
This new edition contains five completely new chapters covering new developments.
Table of Contents
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
by "Nielsen BookData"
