Monte Carlo Statistical Methods / Edition 2

Monte Carlo Statistical Methods / Edition 2

by Christian Robert, George Casella
     
 

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ISBN-10: 0387212396

ISBN-13: 9780387212395

Pub. Date: 07/28/2005

Publisher: Springer New York

We have sold 4300 copies worldwide of the first edition (1999).

This new edition contains five completely new chapters covering new developments.

Overview

We have sold 4300 copies worldwide of the first edition (1999).

This new edition contains five completely new chapters covering new developments.

Product Details

ISBN-13:
9780387212395
Publisher:
Springer New York
Publication date:
07/28/2005
Series:
Springer Texts in Statistics Series
Edition description:
2nd ed. 2004. Corr. 2nd printing 2005
Pages:
649
Sales rank:
976,184
Product dimensions:
6.40(w) x 9.30(h) x 1.40(d)

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

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