Introducing Monte Carlo Methods with R

• Main Authors: Robert, Christian (Author), Casella, George (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Series: Use R
• Subjects: Mathematics.; Mathematical statistics.; Computer simulation.; Computer mathematics.; Probabilities.; Statistics.; Applied mathematics.; Engineering mathematics.; Probability Theory and Stochastic Processes.; Computational Mathematics and Numerical Analysis.; Statistics and Computing/Statistics Programs.; Simulation and Modeling.; Probability and Statistics in Computer Science.; Appl.Mathematics/Computational Methods of Engineering.

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...

Table of Contents:

• 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.