Markov Chain Monte Carlo in Practice

Markov Chain Monte Carlo in Practice
Author: W.R. Gilks
Publisher: CRC Press
Total Pages: 505
Release: 1995-12-01
Genre: Mathematics
ISBN: 1482214970

Download Markov Chain Monte Carlo in Practice Book in PDF, Epub and Kindle

In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in Austria place a Bronze Age site in its true temporal location on the calendar scale. And in France,

Markov Chain Monte Carlo in Practice

Markov Chain Monte Carlo in Practice
Author: W.R. Gilks
Publisher: CRC Press
Total Pages: 538
Release: 1995-12-01
Genre: Mathematics
ISBN: 9780412055515

Download Markov Chain Monte Carlo in Practice Book in PDF, Epub and Kindle

In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in Austria place a Bronze Age site in its true temporal location on the calendar scale. And in France, researchers map a rare disease with relatively little variation. Each of these studies applied Markov chain Monte Carlo methods to produce more accurate and inclusive results. General state-space Markov chain theory has seen several developments that have made it both more accessible and more powerful to the general statistician. Markov Chain Monte Carlo in Practice introduces MCMC methods and their applications, providing some theoretical background as well. The authors are researchers who have made key contributions in the recent development of MCMC methodology and its application. Considering the broad audience, the editors emphasize practice rather than theory, keeping the technical content to a minimum. The examples range from the simplest application, Gibbs sampling, to more complex applications. The first chapter contains enough information to allow the reader to start applying MCMC in a basic way. The following chapters cover main issues, important concepts and results, techniques for implementing MCMC, improving its performance, assessing model adequacy, choosing between models, and applications and their domains. Markov Chain Monte Carlo in Practice is a thorough, clear introduction to the methodology and applications of this simple idea with enormous potential. It shows the importance of MCMC in real applications, such as archaeology, astronomy, biostatistics, genetics, epidemiology, and image analysis, and provides an excellent base for MCMC to be applied to other fields as well.

Handbook of Markov Chain Monte Carlo

Handbook of Markov Chain Monte Carlo
Author: Steve Brooks
Publisher: CRC Press
Total Pages: 620
Release: 2011-05-10
Genre: Mathematics
ISBN: 1420079425

Download Handbook of Markov Chain Monte Carlo Book in PDF, Epub and Kindle

Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisherie

Markov Chain Monte Carlo

Markov Chain Monte Carlo
Author: Dani Gamerman
Publisher: CRC Press
Total Pages: 264
Release: 1997-10-01
Genre: Mathematics
ISBN: 9780412818202

Download Markov Chain Monte Carlo Book in PDF, Epub and Kindle

Bridging the gap between research and application, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference provides a concise, and integrated account of Markov chain Monte Carlo (MCMC) for performing Bayesian inference. This volume, which was developed from a short course taught by the author at a meeting of Brazilian statisticians and probabilists, retains the didactic character of the original course text. The self-contained text units make MCMC accessible to scientists in other disciplines as well as statisticians. It describes each component of the theory in detail and outlines related software, which is of particular benefit to applied scientists.

Markov Chain Monte Carlo in Practice

Markov Chain Monte Carlo in Practice
Author: W. R. Gilks
Publisher: Springer
Total Pages: 486
Release: 2013-08-21
Genre: Mathematics
ISBN: 9781489944863

Download Markov Chain Monte Carlo in Practice Book in PDF, Epub and Kindle

Advanced Markov Chain Monte Carlo Methods

Advanced Markov Chain Monte Carlo Methods
Author: Faming Liang
Publisher: John Wiley & Sons
Total Pages: 308
Release: 2011-07-05
Genre: Mathematics
ISBN: 1119956803

Download Advanced Markov Chain Monte Carlo Methods Book in PDF, Epub and Kindle

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.

Markov Chain Monte Carlo

Markov Chain Monte Carlo
Author: Dani Gamerman
Publisher: CRC Press
Total Pages: 342
Release: 2006-05-10
Genre: Mathematics
ISBN: 148229642X

Download Markov Chain Monte Carlo Book in PDF, Epub and Kindle

While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference problems has increased by leaps and bounds. Incorporating changes in theory and highlighting new applications, Markov Chain Monte Carlo: Stochastic Simul

Sequential Monte Carlo Methods in Practice

Sequential Monte Carlo Methods in Practice
Author: Arnaud Doucet
Publisher: Springer Science & Business Media
Total Pages: 590
Release: 2013-03-09
Genre: Mathematics
ISBN: 1475734379

Download Sequential Monte Carlo Methods in Practice Book in PDF, Epub and Kindle

Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.

Introducing Monte Carlo Methods with R

Introducing Monte Carlo Methods with R
Author: Christian Robert
Publisher: Springer Science & Business Media
Total Pages: 297
Release: 2010
Genre: Computers
ISBN: 1441915753

Download Introducing Monte Carlo Methods with R Book in PDF, Epub and Kindle

This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.

Bayes Rules!

Bayes Rules!
Author: Alicia A. Johnson
Publisher: CRC Press
Total Pages: 606
Release: 2022-03-03
Genre: Mathematics
ISBN: 1000529568

Download Bayes Rules! Book in PDF, Epub and Kindle

Praise for Bayes Rules!: An Introduction to Applied Bayesian Modeling “A thoughtful and entertaining book, and a great way to get started with Bayesian analysis.” Andrew Gelman, Columbia University “The examples are modern, and even many frequentist intro books ignore important topics (like the great p-value debate) that the authors address. The focus on simulation for understanding is excellent.” Amy Herring, Duke University “I sincerely believe that a generation of students will cite this book as inspiration for their use of – and love for – Bayesian statistics. The narrative holds the reader’s attention and flows naturally – almost conversationally. Put simply, this is perhaps the most engaging introductory statistics textbook I have ever read. [It] is a natural choice for an introductory undergraduate course in applied Bayesian statistics." Yue Jiang, Duke University “This is by far the best book I’ve seen on how to (and how to teach students to) do Bayesian modeling and understand the underlying mathematics and computation. The authors build intuition and scaffold ideas expertly, using interesting real case studies, insightful graphics, and clear explanations. The scope of this book is vast – from basic building blocks to hierarchical modeling, but the authors’ thoughtful organization allows the reader to navigate this journey smoothly. And impressively, by the end of the book, one can run sophisticated Bayesian models and actually understand the whys, whats, and hows.” Paul Roback, St. Olaf College “The authors provide a compelling, integrated, accessible, and non-religious introduction to statistical modeling using a Bayesian approach. They outline a principled approach that features computational implementations and model assessment with ethical implications interwoven throughout. Students and instructors will find the conceptual and computational exercises to be fresh and engaging.” Nicholas Horton, Amherst College An engaging, sophisticated, and fun introduction to the field of Bayesian statistics, Bayes Rules!: An Introduction to Applied Bayesian Modeling brings the power of modern Bayesian thinking, modeling, and computing to a broad audience. In particular, the book is an ideal resource for advanced undergraduate statistics students and practitioners with comparable experience. Bayes Rules! empowers readers to weave Bayesian approaches into their everyday practice. Discussions and applications are data driven. A natural progression from fundamental to multivariable, hierarchical models emphasizes a practical and generalizable model building process. The evaluation of these Bayesian models reflects the fact that a data analysis does not exist in a vacuum. Features • Utilizes data-driven examples and exercises. • Emphasizes the iterative model building and evaluation process. • Surveys an interconnected range of multivariable regression and classification models. • Presents fundamental Markov chain Monte Carlo simulation. • Integrates R code, including RStan modeling tools and the bayesrules package. • Encourages readers to tap into their intuition and learn by doing. • Provides a friendly and inclusive introduction to technical Bayesian concepts. • Supports Bayesian applications with foundational Bayesian theory.