Markov Chain Monte Carlo in Practice

Markov Chain Monte Carlo in Practice  

Posted by tika12 at Nov. 8, 2007
Markov Chain Monte Carlo in Practice

W.R. Gilks, S. Richardson , David Spiegelhalter, "Markov Chain Monte Carlo in Practice"
Chapman & Hall/CRC; 1 edition (December 1, 1995) | ISBN:0412055511 | 512 pages | Djvu | 4,4 Mb

Handbook of Markov Chain Monte Carlo  

Posted by leonardo78 at Jan. 15, 2016
Handbook of Markov Chain Monte Carlo

Handbook of Markov Chain Monte Carlo by Steve Brooks, Andrew Gelman, Galin Jones, Xiao-Li Meng
Publisher: Chapman and Hall/CRC | 2011 | ISBN: 1420079417 | 619 pages | PDF | 15,1 MB

Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisheries science and economics.
Markov Chain Monte Carlo: Innovations And Applications (repost)

Markov Chain Monte Carlo: Innovations And Applications by W. S. Kendall and J. S. Wang
English | 2006 | ISBN: 9812564276 | 240 pages | PDF | 3,5 MB

Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization.
Advanced Markov Chain Monte Carlo Methods: Learning from Past Samples

Advanced Markov Chain Monte Carlo Methods: Learning from Past Samples
by Faming Liang, Chuanhai Liu, Raymond Carroll
English | 2010 | ISBN: 0470748265 | 378 pages | PDF | 5.3 MB
Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems (Repost)

Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems By Hidemaro Suwa
2014 | 135 Pages | ISBN: 4431545166 | PDF | 4 MB
Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems (Repost)

Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems By Hidemaro Suwa
2014 | 135 Pages | ISBN: 4431545166 | PDF | 4 MB
Markov chain monte carlo simulations and their statistical analysis: with web-based fortran code (repost)

Markov chain monte carlo simulations and their statistical analysis: with web-based fortran code by Bernd A. Berg
English | 2004 | ISBN: 9812389350 | 380 pages | PDF | 14,7 MB

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course.
Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems

Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems By Hidemaro Suwa
2014 | 135 Pages | ISBN: 4431545166 | PDF | 4 MB
Simulation and Monte Carlo: With applications in finance and MCMC by J. S. Dagpunar

Simulation and Monte Carlo: With applications in finance and MCMC (Wiley Series in Probability and Statistics) by J. S. Dagpunar
Wiley | March 12, 2007 | English | ISBN: 0470854944 | 348 pages | PDF | 3 MB

Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of Simulation, including the important topic of variance reduction techniques, together with illustrative applications in Financial Mathematics, Markov chain Monte Carlo, and Discrete Event Simulation.
Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation (repost)

Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation
by Carl Graham and Denis Talay
English | 2013 | ISBN: 3642393624 | 264 pages | PDF | 2.07 MB