Books  Ecological & Biological Sciences  Data Analysis & Modelling  Data Analysis & Statistics 

Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference


Series: Chapman & Hall/CRC Texts in Statistical Science

By: Dani Gamerman and Hedibert F Lopes

Chapman & Hall (CRC Press)

Hardback | Dec 2006 | Edition: 2 | #159483 | ISBN: 1584885874
Availability: Usually dispatched within 6 days Details
NHBS Price: £56.99 $75/€64 approx

About this book

Presents an introduction to the methods of simulation technique. This second edition includes a discussion of computation using both R and WinBUGS; and additional exercises and selected solutions within the text, with all data sets and software. It is aimed at those working with MCMC techniques, especially research and graduate statisticians.


INTRODUCTIONSTOCHASTIC SIMULATIONIntroductionGeneration of Discrete Random QuantitiesGeneration of Continuous Random QuantitiesGeneration of Random Vectors and MatricesResampling MethodsExercisesBAYESIAN INFERENCEIntroductionBayes' TheoremConjugate DistributionsHierarchical ModelsDynamic ModelsSpatial ModelsModel ComparisonExercisesAPPROXIMATE METHODS OF INFERENCEIntroductionAsymptotic ApproximationsApproximations by Gaussian QuadratureMonte Carlo IntegrationMethods Based on Stochastic SimulationExercisesMARKOV CHAINSIntroductionDefinition and Transition ProbabilitiesDecomposition of the State SpaceStationary DistributionsLimiting TheoremsReversible ChainsContinuous State SpacesSimulation of a Markov ChainData Augmentation or Substitution SamplingExercisesGIBBS SAMPLINGIntroductionDefinition and PropertiesImplementation and OptimizationConvergence DiagnosticsApplicationsMCMC-Based Software for Bayesian ModelingAppendix 5.A: BUGS Code for Example 5.7Appendix 5.B: BUGS Code for Example 5.8ExercisesMETROPOLIS-HASTINGS ALGORITHMSIntroductionDefinition and PropertiesSpecial CasesHybrid AlgorithmsApplicationsExercisesFURTHER TOPICS IN MCMCIntroductionModel AdequacyModel Choice: MCMC Over Model and Parameter SpacesConvergence AccelerationExercisesReferencesAuthor IndexSubject Index

Write a review

There are currently no reviews for this book. Be the first to review this book!

Bestsellers in this subject

Statistics for Ecologists Using R and Excel

NHBS Special Offer Price: £29.99 £34.99 (Save £5.00) $40/€34 approx (ends 30/09/2018)

Statistics for Archaeologists

NHBS Price: £54.99 $73/€62 approx

Biostatistical Analysis (International Edition)

Clearance price: £14.25 £56.99 (Save £42.74) $19/€16 approx

Handbook of Meta-analysis in Ecology and Evolution

NHBS Special Offer Price: £49.99 £60.99 (Save £11.00) $66/€56 approx (ends 30/09/2018)

VAT: GB 407 4846 44
NHBS Ltd is registered in England and Wales: 1875194