Markov Chain Monte Carlo

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Markov Chain Monte Carlo In Practice
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Author : W.R. Gilks
language : en
Publisher: CRC Press
Release Date : 1995-12-01
Markov Chain Monte Carlo In Practice written by W.R. Gilks and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-12-01 with Mathematics categories.
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
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Author : Dani Gamerman
language : en
Publisher: CRC Press
Release Date : 1997-10-01
Markov Chain Monte Carlo written by Dani Gamerman and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-10-01 with Mathematics categories.
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.
Handbook Of Markov Chain Monte Carlo
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Author : Steve Brooks
language : en
Publisher: CRC Press
Release Date : 2011-05-10
Handbook Of Markov Chain Monte Carlo written by Steve Brooks and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-10 with Mathematics categories.
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 Simulations And Their Statistical Analysis With Web Based Fortran Code
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Author : Bernd Albert Berg
language : en
Publisher: World Scientific Publishing Company
Release Date : 2004-10-01
Markov Chain Monte Carlo Simulations And Their Statistical Analysis With Web Based Fortran Code written by Bernd Albert Berg and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-10-01 with Science categories.
This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.
Advanced Markov Chain Monte Carlo Methods
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Author : Faming Liang
language : en
Publisher: John Wiley & Sons
Release Date : 2011-07-05
Advanced Markov Chain Monte Carlo Methods written by Faming Liang and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-05 with Mathematics categories.
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 Chains
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Author : Pierre Bremaud
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Markov Chains written by Pierre Bremaud and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
In this book, the author begins with the elementary theory of Markov chains and very progressively brings the reader to the more advanced topics. He gives a useful review of probability that makes the book self-contained, and provides an appendix with detailed proofs of all the prerequisites from calculus, algebra, and number theory. A number of carefully chosen problems of varying difficulty are proposed at the close of each chapter, and the mathematics are slowly and carefully developed, in order to make self-study easier. The author treats the classic topics of Markov chain theory, both in discrete time and continuous time, as well as the connected topics such as finite Gibbs fields, nonhomogeneous Markov chains, discrete- time regenerative processes, Monte Carlo simulation, simulated annealing, and queuing theory. The result is an up-to-date textbook on stochastic processes. Students and researchers in operations research and electrical engineering, as well as in physics and biology, will find it very accessible and relevant.
Markov Chain Monte Carlo Methods In Quantum Field Theories
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Author : Anosh Joseph
language : en
Publisher: Springer
Release Date : 2020-04-17
Markov Chain Monte Carlo Methods In Quantum Field Theories written by Anosh Joseph and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-17 with Science categories.
This primer is a comprehensive collection of analytical and numerical techniques that can be used to extract the non-perturbative physics of quantum field theories. The intriguing connection between Euclidean Quantum Field Theories (QFTs) and statistical mechanics can be used to apply Markov Chain Monte Carlo (MCMC) methods to investigate strongly coupled QFTs. The overwhelming amount of reliable results coming from the field of lattice quantum chromodynamics stands out as an excellent example of MCMC methods in QFTs in action. MCMC methods have revealed the non-perturbative phase structures, symmetry breaking, and bound states of particles in QFTs. The applications also resulted in new outcomes due to cross-fertilization with research areas such as AdS/CFT correspondence in string theory and condensed matter physics. The book is aimed at advanced undergraduate students and graduate students in physics and applied mathematics, and researchers in MCMC simulations and QFTs. At the end of this book the reader will be able to apply the techniques learned to produce more independent and novel research in the field.
Introducing Monte Carlo Methods With R
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Author : Christian Robert
language : en
Publisher: Springer Science & Business Media
Release Date : 2010
Introducing Monte Carlo Methods With R written by Christian Robert and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Computers categories.
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.