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Markov chain Monte Carlo : stochastic simulation for Bayesian inference / Dani Gamewrman and Hedibert Freitas Lopes.

By: Contributor(s): Material type: TextTextSeries: Texts in statistical science seriesPublication details: Boca Raton : Chapman & Hall, ©2006.Edition: 2nd edDescription: xvii, 323 p. : ill. ; 24 cmISBN:
  • 9781584885870
Subject(s): DDC classification:
  • 519.282 23 G192
Contents:
1. Stochastic simulation -- 2. Bayesian inference -- 3. Approximate methods of inference -- 4. Markov chains -- 5. Gibbs sampling -- 6. Metropolis-Hastings algorithms -- 7. Further topics in MCMC.
Summary: This 2nd edition presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. The second edition includes access to an internet site that provides the code, written in R and WinBUGS, used in many of the previously existing and new examples and exercises. More importantly, the self-explanatory nature of the codes will enable modification of the inputs to the codes and variation on many directions will be available for further exploration.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.282 G192 (Browse shelf(Opens below)) Available 137022
Total holds: 0

Includes bibliographical references and indexes.

1. Stochastic simulation --
2. Bayesian inference --
3. Approximate methods of inference --
4. Markov chains --
5. Gibbs sampling --
6. Metropolis-Hastings algorithms --
7. Further topics in MCMC.

This 2nd edition presents a concise, accessible, and comprehensive introduction to the methods of this valuable simulation technique. The second edition includes access to an internet site that provides the code, written in R and WinBUGS, used in many of the previously existing and new examples and exercises. More importantly, the self-explanatory nature of the codes will enable modification of the inputs to the codes and variation on many directions will be available for further exploration.

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