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关键词:
Monte Carlo Statistical Methods
书目信息
ISBN:
9780387212395(13位)
中图分类号:
O1
杜威分类号:
中文译名:
蒙特卡罗统计方法
作者:
Robert
编者:
语种:
English
出版信息
出版社:
Springer
出版地:
出版年:
2005
版本:
2nd ed. 2004. Corr. 2nd printing
版本类型:
原版
丛书题名:
Springer Texts in Statistics
卷期:
文献信息
关键词:
Statistics
前言:
摘要:
内容简介:
Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component of the standard set of techniques used by statisticians. This new edition has been revised towards a coherent and flowing coverage of these simulation techniques, with incorporation of the most recent developments in the field. In particular, the introductory coverage of random variable generation has been totally revised, with many concepts being unified through a fundamental theorem of simulation. There are five completely new chapters that cover Monte Carlo control, reversible jump, slice sampling, sequential Monte Carlo, and perfect sampling. There is a more in-depth coverage of Gibbs sampling, which is now contained in three consecutive chapters. The development of Gibbs sampling starts with slice sampling and its connection with the fundamental theorem of simulation, and builds up to two-stage Gibbs sampling and its theoretical properties. A third chapter covers the multi-stage Gibbs sampler and its variety of applications. Lastly, chapters from the previous edition have been revised towards easier access, with the examples getting more detailed coverage.
目次:
Introduction.- Random Variable Generation.- Monte Carlo Integration.- Markov Chains.- Monte Carlo Optimization.- The Metropolis-Hastings Algorithm.- The Gibbs Sampler.- Diagnosing Convergence.- Implementation in Missing Data Models.
附录:
全文链接:
读者对象:
grad.
实体信息
页码:
装帧:
hard
尺寸:
其它形态细节:
其它信息
原价:
EUR
69.9500
原版ISBN:
其它ISBN:
图书特色:
书评:
扩展信息
Isbn:
0387212396
issue:
2006JC01
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