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040513s2004 nyua b 001 0 eng |
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|a 0387212396(acidfreepaper)
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|a DLC
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|a QA276
|b .R575 2004
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0 |
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|2 22
|a 519.5
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| 100 |
1 |
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|a Robert, Christian P.,
|d 1961-
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| 245 |
1 |
0 |
|a Monte Carlo statistical methods /
|c Christian P. Robert, George Casella.
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| 250 |
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|a 2nd ed.
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| 260 |
|
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|a New York :
|b Springer,
|c c2004.
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| 300 |
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|a xxx, 645 p. :
|b ill. ;
|c 24 cm.
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| 504 |
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|a Includes bibliographical references (p. [591]-622) and indexes.
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| 505 |
0 |
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|a Introduction -- Random variable generation -- Monte Carlo Integration -- Controling 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 -- Probability distributions -- Notation.
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| 650 |
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0 |
|a Mathematical statistics
|
| 650 |
|
0 |
|a Monte Carlo method
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| 700 |
1 |
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|a Casella, George
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| 952 |
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|a GRHeTEI
|b 59ccc8216c5ad13446088bcf
|c 998a
|d 945l
|e QA276 .R575 2004
|t 1
|x m
|z Books
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