Monte Carlo Methods in Bayesian Computation (Springer Series in Statistics) - Tapa blanda

Libro 49 de 160: Springer Series in Statistics

Chen, Ming-Hui; Shao, Qi-Man; Ibrahim, Joseph G.

 
9781461270744: Monte Carlo Methods in Bayesian Computation (Springer Series in Statistics)
Tapa blanda
ISBN 10: 146127074X ISBN 13: 9781461270744
Editorial: Springer, 2012

Sinopsis

Bayesian statistics is one of the active research areas in statistics. This book provides the theoretical background behind the most important recent development, Markov chain Monte Carlos methods.

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Críticas

"This book combines the theory topics with good computer and application examples from the field of food science, agriculture, cancer and others. The volume will provide an excellent research resource for statisticians with an interest in computer intensive methods for modelling with different sorts of prior information."
A.V. Tsukanov in "Short Book Reviews", Vol. 20/3, December 2000

Reseña del editor

Dealing with methods for sampling from posterior distributions and how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples, this book addresses such topics as improving simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, highest posterior density interval calculations, computation of posterior modes, and posterior computations for proportional hazards models and Dirichlet process models. The authors also discuss model comparisons, including both nested and non-nested models, marginal likelihood methods, ratios of normalizing constants, Bayes factors, the Savage-Dickey density ratio, Stochastic Search Variable Selection, Bayesian Model Averaging, the reverse jump algorithm, and model adequacy using predictive and latent residual approaches. The book presents an equal mixture of theory and applications involving real data, and is intended as a graduate textbook or a reference book for a one-semester course at the advanced masters or Ph.D. level. It will also serve as a useful reference for applied or theoretical researchers as well as practitioners.

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Editorial
Springer
Año de publicación
2012
Idioma
Inglés
ISBN 10 
146127074X
ISBN 13 
9781461270744
Encuadernación
Tapa blanda
Número de páginas
404
Contacto del fabricante
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9780387989358: Monte Carlo Methods in Bayesian Computation (Springer Series in Statistics)

Edición Destacada

ISBN 10:  0387989358 ISBN 13:  9780387989358
Editorial: Springer, 2001
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