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Advanced Markov Chain Monte Carlo Methods

By: USA) Liang Faming (Texas A&M University (Author) , Chuanhai (Dept of Statistics Purdue University,USA) Liu (Author) , USA) Carroll Raymond (Texas A&M University (Author)

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Ksh 21,950.00

Format: Hardback or Cased Book

ISBN-13: 9780470748268

Publisher: John Wiley & Sons Inc

Publication Date: Jul 16th, 2010

Weight: 724 grams

Dimension: 15.90 x 23.30 x 2.60 cms

Category: Numerical analysis

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* Presents the latest developments in Monte Carlo research. * Provides a toolkit for simulating complex systems using MCMC. * Introduces a wide range of algorithms including Gibbs sampler, Metropolis-Hastings and an overview of sequential Monte Carlo algorithms.

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