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Monte Carlo Optimization

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

Abstract

Similar to the problem of integration, differences between the numerical approach and the simulation approach to the problem
$$ \mathop {\max {\kern 1pt} \,h(\theta )}\limits_{\theta \in \Theta } $$
(5.1.1)
lie in the treatment of the function1 h.

Keywords

Simulated Annealing Maximum Likelihood Estimator Stochastic Approximation Exponential Family Markov Chain Monte Carlo Method 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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