Title: Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference (Chapman & Hall/CRC Texts in Statistical Science)
Publisher: Chapman and Hall/CRC
Publication Date: 1997
Language: English
ISBN 10: 0412818205
ISBN 13: 9780412818202
Binding: Hardcover
Condition: Good

About this title

Synopsis

Bridging the gap between research and application, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference provides a concise, and integrated account of Markov chain Monte Carlo (MCMC) for performing Bayesian inference. This volume, which was developed from a short course taught by the author at a meeting of Brazilian statisticians and probabilists, retains the didactic character of the original course text. The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. It describes each component of the theory in detail and outlines related software, which is of particular benefit to applied scientists.

Review

..."a must for every research library, and should be given serious consideration for use as a graduate text" -Short Book Reviews of the ISI "nicely focused, elementary-level coveragemakes this book a suitable choice for an introductory course." -Journal of the ASA, March, 2000

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