Springer - Introducing Monte Carlo Methods with R (Januar 2010)

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Introducing Monte Carlo Methods with R Introducing Monte Carlo Methods with R (Use R) By Christian P. Robert, George Casella Publisher: Springer Number Of Pages: 302 Publication Date: 2009-12-14 ISBN-10 / ASIN: 1441915753 ISBN-13 / EAN: 9781441915757 Product Description: 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 techniques for integration and optimization, convergence diagnoses, Markov chain Monte Carlo methods, including Metropolis {Hastings and Gibbs algorithms, and adaptive algorithms. All chapters include exercises and all R programs are available as an R package called mcsm. The book appeals to anyone with a practical interest in simulation methods but no previous exposure. It is meant to be useful for students and practitioners in areas such as statistics, signal processing, communications engineering, control theory,

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评论信息

  • yyjsunny :
    R语言做MCMC很方便,很不错的介绍monte carlo算法在R 中实现的书
    2015-03-11
  • scs96581 :
    内容及清晰度都很好,值得精读,谢谢分享!
    2015-02-15
  • ldfwyn :
    一本不错的随机模拟方法的教材,用R来讲,但是并不是只针对实际问题给出最合适的软件解决方案,而是细致地讲解一般方法并用R进行实现。内容包括随机数生成方法,MC积分,重要抽样,如何确定结果是否收敛,缩减样
    2014-10-28
  • diegozhang :
    超级好的书!!
    2014-06-21
  • zhanggang0003 :
    很不错的介绍monte carlo算法在R 中实现的书
    2012-05-17

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