Monte Carlo Statistical Methods

Authors:

ISBN: 978-1-4419-1939-7 (Print) 978-1-4757-4145-2 (Online)

Table of contents (14 chapters)

  1. Front Matter

    Pages I-XXX

  2. No Access

    Book Chapter

    Pages 1-33

    Introduction

  3. No Access

    Book Chapter

    Pages 35-77

    Random Variable Generation

  4. No Access

    Book Chapter

    Pages 79-122

    Monte Carlo Integration

  5. No Access

    Book Chapter

    Pages 123-156

    Controling Monte Carlo Variance

  6. No Access

    Book Chapter

    Pages 157-204

    Monte Carlo Optimization

  7. No Access

    Book Chapter

    Pages 205-265

    Markov Chains

  8. No Access

    Book Chapter

    Pages 267-320

    The Metropolis—Hastings Algorithm

  9. No Access

    Book Chapter

    Pages 321-336

    The Slice Sampler

  10. No Access

    Book Chapter

    Pages 337-370

    The Two-Stage Gibbs Sampler

  11. No Access

    Book Chapter

    Pages 371-424

    The Multi-Stage Gibbs Sampler

  12. No Access

    Book Chapter

    Pages 425-458

    Variable Dimension Models and Reversible Jump Algorithms

  13. No Access

    Book Chapter

    Pages 459-509

    Diagnosing Convergence

  14. No Access

    Book Chapter

    Pages 511-543

    Perfect Sampling

  15. No Access

    Book Chapter

    Pages 545-580

    Iterated and Sequential Importance Sampling

  16. Back Matter

    Pages 581-649