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Titre : |
Monte Carlo statistical methods
|
Auteur(s) : |
Christian P. Robert, Auteur
George Casella, Auteur |
Type de document : | Livre |
Sujets : | Mathématiques ; Statistique |
Résumé : |
Monte Carlo statistical methods, particularly those based on Markov chains, have now matured to be part of the standard set of techniques used by statisticians. This book is intended to bring these techniques into the classroom, being a self-contained logical development of the subject. This is a textbook intended for a second year graduate course. We do not assume that the reader has any familiarity with Monte Carlo techniques (such as random variable generation), or with any Markov chain theory. Chapters 1-3 are introductory, first reviewing various statistical methodologies, then covering the basics of random variable generation and Monte Carlo integration. Chapter 4 is an introduction to Markov chain theory, and Chapter 5 provides the first application of Markov chains to optimiza[...]
Monte Carlo statistical methods, particularly those based on Markov chains, have now matured to be part of the standard set of techniques used by statisticians. This book is intended to bring these techniques into the classroom, being a self-contained logical development of the subject. This is a textbook intended for a second year graduate course. We do not assume that the reader has any familiarity with Monte Carlo techniques (such as random variable generation), or with any Markov chain theory. Chapters 1-3 are introductory, first reviewing various statistical methodologies, then covering the basics of random variable generation and Monte Carlo integration. Chapter 4 is an introduction to Markov chain theory, and Chapter 5 provides the first application of Markov chains to optimization problems. Chapters 6 and 7 cover the heart of MCMC methodology, the Metropolis-Hastings algorithm and the Gibbs sampler. Finally, Chapter 8 presents methods for monitoring
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Editeur(s) : | New York : Springer |
Date de publication : | 2004 |
Mention d'édition : | Second Edition |
Collection : | Springer texts in statistics |
Format : | 645 p. / ill., graph., réf., Index |
Langue(s) : | Anglais |
Identifiant : | 978-0-387-21239-5 |
Lien vers la notice : | https://infodoc.agroparistech.fr/index.php?lvl=notice_display&id=118434 |
Exemplaires (1)
Localisation | Emplacement | Pôle | Section | Cote | Support | Disponibilité |
---|---|---|---|---|---|---|
Kourou | MATHEMATIQUE - STATISTIQUE - INFORMATIQUE | AgroParisTech-Kourou | F104.ROB.2004 | Papier | Empruntable Disponible |