Handbook of Markov Chain Monte Carlo by Steve Brooks, Andrew Gelman, Galin Jones, Xiao-Li Meng
Language: English | 2011 | ISBN: 1420079417 | 619 pages | PDF | 15,4 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. The wide-ranging practical importance of MCMC has sparked an expansive and deep investigation into fundamental Markov chain theory.
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