Introducing Monte Carlo Methods with R

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 simula...

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Detalles Bibliográficos
Autores principales: Robert, Christian P., 1961-...., statisticien, Casella, George, 1951-2012 (Autor)
Formato: Livre numérique
Lenguaje:Anglais
Publicado: New York, NY : Springer New York : Imprint: Springer [20..].
Cham : Springer Nature
Colección:Use R
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Acceso en línea:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Nota: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Introducing Monte Carlo methods with R, Christian P. Robert, George Casella, 2010, New York, Springer, 1 volume (xix-283 pages), Use R!, 978-1-4419-1575-7
Tabla de Contenidos:
  • Basic R Programming
  • Random Variable Generation
  • Monte Carlo Integration
  • Controlling and Accelerating Convergence
  • Monte Carlo Optimization
  • Metropolis#x2013;Hastings Algorithms
  • Gibbs Samplers
  • Convergence Monitoring and Adaptation for MCMC Algorithms