Monte Carlo Methods in Bayesian Computation

Ming-Hui Chen

ISBN 10: 146127074X / ISBN 13: 9781461270744

Published by Springer New York Okt 2012, 2012

About this Item

This item is printed on demand - it takes 3-4 days longer - Neuware -Dealing with methods for sampling from posterior distributions and how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples, this book addresses such topics as improving simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, highest posterior density interval calculations, computation of posterior modes, and posterior computations for proportional hazards models and Dirichlet process models. The authors also discuss model comparisons, including both nested and 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, and model adequacy using predictive and latent residual approaches. The book presents an equal mixture of theory and applications involving real data, and is intended as a graduate textbook or a reference book for a one-semester course at the advanced masters or Ph.D. level. It will also serve as a useful reference for applied or theoretical researchers as well as practitioners. 404 pp. Englisch.

Seller Inventory # 9781461270744

Bibliographic Details

• Title: Monte Carlo Methods in Bayesian Computation
• Publisher: Springer New York Okt 2012
• Publication Date: 2012
• Language: English
• ISBN 10: 146127074X
• ISBN 13: 9781461270744
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 22D millimeters 235 millimeters width by 155 millimeters height by 22 millimeters depth
• Weight: 610 grams

About this title

Synopsis

Bayesian statistics is one of the active research areas in statistics. This book provides the theoretical background behind the most important recent development, Markov chain Monte Carlos methods.

About the Author

Ming-Hui Chen is Associate Professor of Mathematical Sciences at Worcester Polytechnic Institute. Qu-Man Shao is Assistant Professor of Mathematics at the University of Oregon. Joseph G. Ibrahim is Associate Professor of Biostatistics at the Harvard School of Public Health and Dana-Farber Cancer Institute.