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Tools for Statistical Inference Methods for the Exploration of Posterior Distributions and Likelihood Functions Buch von Martin A. Tanner Stark reduziert

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Description

This book provides a unified introduction to a variety of computational algorithms for Bayesian and likelihood inference. In this third edition, I have attempted to expand the treatment of many of the techniques discussed. I have added some new examples, as well as included recent results. Exercises have been added at the end of each chapter. Prerequisites for this book include an understanding of mathematical statistics at the level of Bickel and Doksum (1977), some understanding of the Bayesian approach as in Box and Tiao (1973), some exposure to statistical models as found in McCullagh and NeIder (1989), and for Section 6. 6 some experience with condi­ tional inference at the level of Cox and Snell (1989). I have chosen not to present proofs of convergence or rates of convergence for the Metropolis algorithm or the Gibbs sampler since these may require substantial background in Markov chain theory that is beyond the scope of this book. However, references to these proofs are given. There has been an explosion of papers in the area of Markov chain Monte Carlo in the past ten years. I have attempted to identify key references-though due to the volatility of the field some work may have been missed. Zusammenfassung This book provides a unified introduction to a variety of computational algorithms for likelihood and Bayesian inference. The third edition expands the discussion of many of the techniques discussed, includes additional examples, and adds exercise sets at the end of each chapter.

Erscheinungsjahr: 1996
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: viii
208 S.
ISBN-13: 9780387946887
ISBN-10: 0387946888
Sprache: Englisch
Einband: Gebunden
Autor: Tanner, Martin A.
Auflage: 3rd edition 1996
Hersteller: Springer US
Springer New York
Springer US, New York, N.Y.
Verantwortliche Person für die EU:
Maße: 241 x 160 x 18 mm
Von/Mit: Martin A. Tanner
Erscheinungsdatum: 26.06.1996
Gewicht: 0,5 kg

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