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Discretization and Mcmc Convergence Assessment
. Ed(S): Robert, Christian P. (Insee, Malakoff, France)
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Description for Discretization and Mcmc Convergence Assessment
Paperback. The development of Markov Chain in Monte Carlo Methods allow Bayesian statisticians to perform computations that were impossible just a few years ago. This book is of interest to researchers in this active area. Editor(s): Robert, Christian P. (INSEE, Malakoff, France). Series: Lecture Notes in Statistics. Num Pages: 203 pages, 20 black & white illustrations, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 11. Weight in Grams: 660.
The exponential increase in the use of MCMC methods and the corre sponding applications in domains of even higher complexity have caused a growing concern about the available convergence assessment methods and the realization that some of these methods were not reliable enough for all-purpose analyses. Some researchers have mainly focussed on the con vergence to stationarity and the estimation of rates of convergence, in rela tion with the eigenvalues of the transition kernel. This monograph adopts a different perspective by developing (supposedly) practical devices to assess the mixing behaviour of the chain under study and, more particularly, it proposes ... Read more
The exponential increase in the use of MCMC methods and the corre sponding applications in domains of even higher complexity have caused a growing concern about the available convergence assessment methods and the realization that some of these methods were not reliable enough for all-purpose analyses. Some researchers have mainly focussed on the con vergence to stationarity and the estimation of rates of convergence, in rela tion with the eigenvalues of the transition kernel. This monograph adopts a different perspective by developing (supposedly) practical devices to assess the mixing behaviour of the chain under study and, more particularly, it proposes ... Read more
Product Details
Format
Paperback
Publication date
1998
Publisher
Springer-Verlag New York Inc. United States
Number of pages
203
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
192
Place of Publication
New York, NY, United States
ISBN
9780387985916
SKU
V9780387985916
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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