Advanced Markov chain Monte Carlo methods : learning from past samples / Faming Liang, Chuanhai Liu, Raymond J. Carroll.
This book provides comprehensive coverage of simulation of complex systems using Monte Carlo methods. Developing algorithms that are immune to the local trap problem has long been considered as the most important topic in MCMC research. Various advanced MCMC algorithms which address this problem hav...
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| Online Access: |
Full Text (via ProQuest) |
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| Main Author: | |
| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley,
2010.
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| Series: | Wiley series in computational statistics.
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| Subjects: |
Internet
Full Text (via ProQuest)Online
| Call Number: |
QA298 .L53 2010eb
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| QA298 .L53 2010eb | Available |