书目名称 | Introducing Monte Carlo Methods with R |
编辑 | Christian Robert,George Casella |
视频video | http://file.papertrans.cn/474/473332/473332.mp4 |
概述 | The first book to present modern Monte Carlo and Markov Chain Monte Carlo (MCMC) methods from a practical perspective through a guided implementation in the R language.All concepts are carefully descr |
丛书名称 | Use R! |
图书封面 |  |
描述 | .Computational techniques based on simulation have now become an essential part of the statistician‘s toolbox. It is thus crucial to provide statisticians with a practical understanding of those methods, and there is no better way to develop intuition and skills for simulation than to use simulation to solve statistical problems. .Introducing Monte Carlo Methods with R. 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. While this book constitutes a comprehensive treatment of simulation methods, the theoretical justification of those methods has been considerably reduced, compared with Robert and Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here...This book does not require a preliminary exposure to the R programming language or to Monte Carlo methods, nor an advanced mathematical background. While many examples are set within a Bayesian framework, advanced expertise in Bayesian statistics is not required. The book covers basic random generation algorithms, Monte Carlo techniq |
出版日期 | Textbook 2010 |
关键词 | Markov chain; Mathematica; Monte Carlo; Monte Carlo method; Random variable; STATISTICA; bayesian statisti |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4419-1576-4 |
isbn_softcover | 978-1-4419-1575-7 |
isbn_ebook | 978-1-4419-1576-4Series ISSN 2197-5736 Series E-ISSN 2197-5744 |
issn_series | 2197-5736 |
copyright | Springer-Verlag New York 2010 |