Mendeley出力
＜図書＞
Monte Carlo methods in Bayesian computation
| 責任表示 | Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim |
|---|---|
| シリーズ | Springer series in statistics |
| データ種別 | 図書 |
| 出版情報 | New York : Springer , c2000 |
| 本文言語 | 英語 |
| 大きさ | xiii, 386 p. ; 25 cm |
| 概要 | This book examines advanced Bayesian computational methods. It presents methods for sampling from posterior distributions & discusses how to compute posterior quantities of interest using Markov chain...Monte Carlo (MCMC) samples. This book examines each of these issues in detail & heavily focuses on computing various posterior quantities of interest from a given MCMC sample. Several topics are addressed, including techniques for MCMC sampling, Monte Carlo methods for estimation of posterior quantities, improving simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, highest posterior density interval calculations, computation of posterior modes & posterior computations for proportional hazards models & Dirichlet process models. The authors also discuss computions involving model comparisons, including both nested & non-nested models, marginal likelihood methods, ratios of normalizing constants, Bayes factors, the Savage-Dickey density ratio, Stochastic Search Variable Selection, Bayesian Model Averaging, the reverse jump algorithm & model adequacy using predictive & latent residual approaches.The book presents an equal mixture of theory & applications involving real data. The book is intended as a graduate textbook or a reference book for a one semester course at the advanced masters or Ph.D. level. It would also serve as a useful reference book for applied or theoretical researchers as well as practitioners. 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6869994 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 3C_48‐52 [文(人環)/心理] | 認知心理/C38/MO | 2000 |
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005212001027536 |
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理系図3F 数理独自 | CHEN/25/1 | 2000 |
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023212000000818 |
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芸工図 2F 書架 | 417/C38 | 2000 |
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072032100002495 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [356]-374) and indexes |
|---|---|
| 著者標目 | *Chen, Ming-Hui, 1961- Shao, Qi-Man Ibrahim, Joseph George |
| 件 名 | LCSH:Bayesian statistical decision theory LCSH:Monte Carlo method |
| 分 類 | NDC9:417 LCC:QA279.5 DC21:519.5/42 |
| 書誌ID | 1000721877 |
| ISBN | 0387989358 |
| NCID | BA45749835 |
| 巻冊次 | ISBN:0387989358 |
| 登録日 | 2009.09.15 |
| 更新日 | 2009.11.02 |