Markov Chain Montecarlo

Markov Chain Aggregation for Agent-Based Models  

Posted by Underaglassmoon at Dec. 23, 2015
Markov Chain Aggregation for Agent-Based Models

Markov Chain Aggregation for Agent-Based Models
Springer | Statistical Physics & Dynamical Systems | January 20, 2016 | ISBN-10: 3319248758 | 195 pages | pdf | 5.6 mb

Authors: Banisch, Sven
Introduces and describes a new approach for modelling certain types of complex dynamical systems
Self-contained presentation and introductory level
Useful as advanced text and as self-study guide

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.
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.
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.
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

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

Markov Bases in Algebraic Statistics (repost)  

Posted by libr at Sept. 25, 2014
Markov Bases in Algebraic Statistics (repost)

Markov Bases in Algebraic Statistics by Satoshi Aoki, Hisayuki Hara and Akimichi Takemura
English | 2012 | ISBN-10: 1461437180 | PDF | 309 pages | 3,5 MB

Algebraic statistics is a rapidly developing field, where ideas from statistics and algebra meet and stimulate new research directions. One of the origins of algebraic statistics is the work by Diaconis and Sturmfels in 1998 on the use of Gröbner bases for constructing a connected Markov chain for performing conditional tests of a discrete exponential family.