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<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
出版者 New York : Springer
出版年 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

所蔵情報


理系図3F 数理独自 023212000000818 CHEN/25/1 2000

芸工2階 072032100002495 417/C38 2000

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

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