Handbook of Markov chain Monte Carlo /
edited by Steve Brooks [and others].
- xxv, 592 pages : illustrations ; 26 cm.
- Chapman & Hall/CRC handbooks of modern statistical methods .
- Chapman & Hall/CRC handbooks of modern statistical methods. .
Includes bibliographical references and index.
Foundations, methodology, and algorithms. Introduction to Markov chain Monte Carlo / A short history of MCMC : subjective recollections from incomplete data / Reversible jump MCMC / Optimal proposal distributions and adaptive MCMC / MCMC using Hamiltonian dynamics / Inference from simulations and monitoring convergence / Implementing MCMC : estimating with confidence / Perfection within reach : exact MCMC sampling / Spatial point processes / The data augmentation algorithm : theory and methodology / Importance sampling, simulated tempering, and umbrella sampling / Likelihood-free MCMC / Applications and case studies. MCMC in the analysis of genetic data on related individuals / An MCMC-based analysis of a multilevel model for functional MRI data / Partially collapsed Gibbs sampling and path-adaptive metropolis-Hastings in high-energy astrophysics / Posterior exploration for computationally intensive forward models / Statistical ecology / Gaussian random field models for spatial data / Modeling preference changes via a hidden Markov item response theory model / Parallel Bayesian MCMC imputation for multiple distributed lag models : a case study in environmental epidemiology / MCMC for state-space models / MCMC in educational research / Applications of MCMC in fisheries science / Model comparison and simulation for hierarchical models : analyzing rural-urban migration in Thailand / Charles J. Geyer ; Christian Robert and George Casella ; Yanan Fan and Scott A. Sisson ; Jeffrey S. Rosenthal ; Radford M. Neal ; Andrew Gelman and Kenneth Shirley ; James M. Flegal and Galin L. Jones ; Radu V. Craiu and Xiao-Li Meng ; Mark Huber ; James P. Hobert ; Charles J. Geyer ; Scott A. Sisson and Yanan Fan -- Elizabeth Thompson ; Brian Caffo [and others] ; David A. van Dyk and Taeyoung Park ; David Higdon [and others] ; Ruth King ; Murali Haran ; Jong Hee Park ; Biran Caffo [and others] ; Paul Fearnhead ; Roy Levy, Robert J. Mislevy, and John T. Behrens -- Russell B. Millar ; Filiz Garip and Bruce Western.