Coverart for item
The Resource Monte Carlo methods in Bayesian computation, Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim

Monte Carlo methods in Bayesian computation, Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim

Label
Monte Carlo methods in Bayesian computation
Title
Monte Carlo methods in Bayesian computation
Statement of responsibility
Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim
Creator
Contributor
Subject
Language
eng
Summary
  • "This book examines advanced Bayesian computational methods, it presents methods for sampling from posterior distributions and discusses how to compute posterior quantities of interest using Markov Chain Monte Carlo (MCMC) samples. This book examines each of these issues in detail and heavily focuses on computing various posterior summaries from a given MCMC sample." "The book presents and equal mixture of theory and applications involving real data. It is intended as a graduate textbook or a reference book for a one-semester course at the advanced master's or Ph. D. level. It would also serve as a useful reference book for applied or theoretical researchers as well as practitioners."--Jacket
  • "This book examines advanced Bayesian computational methods, it presents methods for sampling from posterior distributions and discusses how to compute posterior quantities of interest using Markov Chain Monte Carlo (MCMC) samples. This book examines each of these issues in detail and heavily focuses on computing various posterior summaries from a given MCMC sample." "The book presents and equal mixture of theory and applications involving real data. It is intended as a graduate textbook or a reference book for a one-semester course at the advanced master's or Ph.D. level. It would also serve as a useful reference book for applied or theoretical researchers as well as practitioners."--BOOK JACKET
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1961-
http://library.link/vocab/creatorName
Chen, Ming-Hui
Dewey number
519.5/42
Illustrations
illustrations
Index
index present
LC call number
QA279.5
LC item number
.C57 2000
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Shao, Qi-Man
  • Ibrahim, Joseph George
Series statement
Springer series in statistics
http://library.link/vocab/subjectName
  • Bayesian statistical decision theory
  • Monte Carlo method
Label
Monte Carlo methods in Bayesian computation, Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim
Instantiates
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 2.3.
  • Hit-and-Run Algorithm.
  • 2.4.
  • Multiple-Try Metropolis Algorithm.
  • 2.5.
  • Grouping, Collapsing, and Reparameterizations.
  • 2.6.
  • Acceleration Algorithms for MCMC Sampling.
  • 2.7.
  • Dynamic Weighting Algorithm.
  • 1.
  • 2.8.
  • Toward "Black-Box" Sampling.
  • 2.9.
  • Convergence Diagnostics
  • 3.
  • Basic Monte Carlo Methods for Estimating Posterior Quantities.
  • 3.1.
  • Posterior Quantities.
  • 3.2.
  • Basic Monte Carlo Methods.
  • Introduction
  • 3.3.
  • Simulation Standard Error Estimation.
  • 3.4.
  • Improving Monte Carlo Estimates.
  • 3.5.
  • Controlling Simulation Errors
  • 4.
  • Estimating Marginal Posterior Densities.
  • 4.1.
  • Marginal Posterior Densities.
  • 2.
  • 4.2.
  • Kernel Methods
  • Markov Chain Monte Carlo Sampling.
  • 2.1.
  • Gibbs Sampler.
  • 2.2.
  • Metropolis-Hastings Algorithm.
Control code
42389604
Dimensions
25 cm
Extent
xiii, 386 pages
Isbn
9780387989358
Isbn Type
(hardcover : alk. paper)
Lccn
99046366
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Label
Monte Carlo methods in Bayesian computation, Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim
Publication
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 2.3.
  • Hit-and-Run Algorithm.
  • 2.4.
  • Multiple-Try Metropolis Algorithm.
  • 2.5.
  • Grouping, Collapsing, and Reparameterizations.
  • 2.6.
  • Acceleration Algorithms for MCMC Sampling.
  • 2.7.
  • Dynamic Weighting Algorithm.
  • 1.
  • 2.8.
  • Toward "Black-Box" Sampling.
  • 2.9.
  • Convergence Diagnostics
  • 3.
  • Basic Monte Carlo Methods for Estimating Posterior Quantities.
  • 3.1.
  • Posterior Quantities.
  • 3.2.
  • Basic Monte Carlo Methods.
  • Introduction
  • 3.3.
  • Simulation Standard Error Estimation.
  • 3.4.
  • Improving Monte Carlo Estimates.
  • 3.5.
  • Controlling Simulation Errors
  • 4.
  • Estimating Marginal Posterior Densities.
  • 4.1.
  • Marginal Posterior Densities.
  • 2.
  • 4.2.
  • Kernel Methods
  • Markov Chain Monte Carlo Sampling.
  • 2.1.
  • Gibbs Sampler.
  • 2.2.
  • Metropolis-Hastings Algorithm.
Control code
42389604
Dimensions
25 cm
Extent
xiii, 386 pages
Isbn
9780387989358
Isbn Type
(hardcover : alk. paper)
Lccn
99046366
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...