Advanced Markov chain Monte Carlo methods learning from past samples /

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Bibliographic Details
Main Authors: Liang, F. Faming, 1970
Corporate Authors: Wiley InterScience Online service
Group Author: Liu, Chuanhai, 1959; Carroll, Raymond J
Published:
Literature type: Electronic eBook
Language: English
Subjects:
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9780470669723
Carrier Form: 1 online resource.
Bibliography: Includes bibliographical references and index.
ISBN: 9780470669723
0470669721
9780470748268 (Cloth)
0470748265 (Cloth)
Index Number: QA298
CLC: O242.2
Contents: Front Matter -- Bayesian Inference and Markov Chain Monte Carlo -- The Gibbs Sampler -- The Metropolis-Hastings Algorithm -- Auxiliary Variable MCMC Methods -- Population-Based MCMC Methods -- Dynamic Weighting -- Stochastic Approximation Monte Carlo -- Markov Chain Monte Carlo with Adaptive Proposals -- References -- Index.