Advanced Markov Chain Monte Carlo Methods

Learning from Past Samples

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Advanced Markov Chain Monte Carlo Methods by Faming Liang, Chuanhai Liu, Raymond Carroll, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Faming Liang, Chuanhai Liu, Raymond Carroll ISBN: 9781119956808
Publisher: Wiley Publication: July 5, 2011
Imprint: Wiley Language: English
Author: Faming Liang, Chuanhai Liu, Raymond Carroll
ISBN: 9781119956808
Publisher: Wiley
Publication: July 5, 2011
Imprint: Wiley
Language: English

Markov Chain Monte Carlo (MCMC) methods are now an indispensable tool in scientific computing. This book discusses recent developments of MCMC methods with an emphasis on those making use of past sample information during simulations. The application examples are drawn from diverse fields such as bioinformatics, machine learning, social science, combinatorial optimization, and computational physics.

Key Features:

  • Expanded coverage of the stochastic approximation Monte Carlo and dynamic weighting algorithms that are essentially immune to local trap problems.
  • A detailed discussion of the Monte Carlo Metropolis-Hastings algorithm that can be used for sampling from distributions with intractable normalizing constants.
  • Up-to-date accounts of recent developments of the Gibbs sampler.
  • Comprehensive overviews of the population-based MCMC algorithms and the MCMC algorithms with adaptive proposals.

This book can be used as a textbook or a reference book for a one-semester graduate course in statistics, computational biology, engineering, and computer sciences. Applied or theoretical researchers will also find this book beneficial.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Markov Chain Monte Carlo (MCMC) methods are now an indispensable tool in scientific computing. This book discusses recent developments of MCMC methods with an emphasis on those making use of past sample information during simulations. The application examples are drawn from diverse fields such as bioinformatics, machine learning, social science, combinatorial optimization, and computational physics.

Key Features:

This book can be used as a textbook or a reference book for a one-semester graduate course in statistics, computational biology, engineering, and computer sciences. Applied or theoretical researchers will also find this book beneficial.

More books from Wiley

Cover of the book Neurological Disorders due to Systemic Disease by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book The JCT Standard Building Contract 2011 by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book The Handbook of Evolutionary Psychology, Volume 1 by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Red Capitalism by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Australian Politics For Dummies by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Breaking Negative Thinking Patterns by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Essential Human Development by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Ironic Life by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Pharmacokinetics and Metabolism in Drug Design by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Führen mit Drucker, Mintzberg, Bennis & Co. by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book The Story of Purpose by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Agent-Based Modelling in Economics by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Changing the U.S. Health Care System by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Agile Project Management For Dummies by Faming Liang, Chuanhai Liu, Raymond Carroll
Cover of the book Systemic Design Methodologies for Electrical Energy Systems by Faming Liang, Chuanhai Liu, Raymond Carroll
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy