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Monte Carlo methods in Bayesian computation
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Monte Carlo methods in Bayesian computation

by Ming-Hui Chen, Qi-Man Shao, Joseph Ibrahim

Combining theory and applications, this graduate-level reference examines methods for sampling from posterior distributions and computing posterior quantities using Markov chain Monte Carlo (MCMC). It covers normalising constants, model comparisons, and predictive adequacy.

Accession 9237 ISBN 0387989358 Publisher Springer
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Subjects & people

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Ming-Hui Chen, Qi-Man Shao, Joseph Ibrahim
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Science, Mathematics, Engineering, Technology, Mathematical models, Simulation methods, Systems engineering, Statistics, Bayesian statistical decision theory, Statistical decision, Monte Carlo method
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