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Monte Carlo statistical methods

Overview of attention for book
Cover of 'Monte Carlo statistical methods'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Random Variable Generation
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    Chapter 3 Monte Carlo Integration
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    Chapter 4 Controling Monte Carlo Variance
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    Chapter 5 Monte Carlo Optimization
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    Chapter 6 Markov Chains
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    Chapter 7 The Metropolis—Hastings Algorithm
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    Chapter 8 The Slice Sampler
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    Chapter 9 The Two-Stage Gibbs Sampler
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    Chapter 10 The Multi-Stage Gibbs Sampler
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    Chapter 11 Variable Dimension Models and Reversible Jump Algorithms
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    Chapter 12 Diagnosing Convergence
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    Chapter 13 Perfect Sampling
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    Chapter 14 Iterated and Sequential Importance Sampling
Attention for Chapter 6: Markov Chains
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