Advanced Markov chain Monte Carlo methods learning from past samples /
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Main Authors: | |
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Corporate Authors: | |
Group Author: | ; |
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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. |