Markov Chain Monte Carlo Stochastic Simulation for Bayesian Inference, Second Edition |
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| Author:
| Gamerman, Dani
Lopes, Hedibert F. |
| ISBN: | 978-1-4822-9642-6 |
| Publication Date: | May 2006 |
| Publisher: | CRC Press LLC
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| Imprint: | Chapman & Hall/CRC |
| Book Format: | Ebook |
| List Price: | USD $115.00USD $460.00USD $460.00 |
Book Description:
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Incorporating changes in theory and highlighting new applications, this book presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. This second edition includes many new examples in the chapters on Gibbs sampling and Metropolis-Hastings algorithms. It incorporates all the recent developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection. It also...
More DescriptionIncorporating changes in theory and highlighting new applications, this book presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. This second edition includes many new examples in the chapters on Gibbs sampling and Metropolis-Hastings algorithms. It incorporates all the recent developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection. It also features many worked examples and discusses computation using both R and WinBUGS. With additional exercises and selected solutions within the text, it offers all data sets and software for download from the Web.