Monte Carlo Optimization

  • Christian P. Robert
  • George Casella
Part of the Springer Texts in Statistics book series (STS)


Similar to the problem of integration, differences between the numerical approach and the simulation approach to the problem
$$ \mathop {\max {\kern 1pt} \,h(\theta )}\limits_{\theta \in \Theta } $$
lie in the treatment of the function1 h.


Simulated Annealing Maximum Likelihood Estimator Stochastic Approximation Exponential Family Markov Chain Monte Carlo Method 


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Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Christian P. Robert
    • 1
    • 2
  • George Casella
    • 3
  1. 1.Laboratoire de StatistiqueCREST-INSEEParis Cedex 14France
  2. 2.Dept. de Mathematique UFR des SciencesUniversite de RouenMont Saint Aignan cedexFrance
  3. 3.Biometrics UnitCornell UniversityIthacaUSA

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