Handbook of Markov chain Monte Carlo - Brooks, Steve, 1970- (Boca Raton : CRC Press/Taylor & Francis, 2011)
Foundations, methodology, and algorithms. Introduction to Markov chain Monte Carlo / Charles J. Geyer ; A short history of MCMC : subjective recollections from incomplete data / Christian Robert and George Casella ; Reversible jump MCMC / Yanan Fan and Scott A. Sisson ; Optimal proposal distributions and adaptive MCMC / Jeffrey S. Rosenthal ; MCMC using Hamiltonian dynamics / Radford M. Neal ; Inference from simulations and monitoring convergence / Andrew Gelman and Kenneth Shirley ; Implementing MCMC : estimating with confidence / James M. Flegal and Galin L. Jones ; Perfection within reach : exact MCMC sampling / Radu V. Craiu and Xiao-Li Meng ; Spatial point processes / Mark Huber ; The data augmentation algorithm : theory and methodology / James P. Hobert ; Importance sampling, simulated tempering, and umbrella sampling / Charles J. Geyer ; Likelihood-free MCMC / Scott A. Sisson and Yanan Fan -- Applications and case studies. MCMC in the analysis of genetic data on related individuals / Elizabeth Thompson ; An MCMC-based analysis of a multilevel model for functional MRI data / Brian Caffo [and others] ; Partially collapsed Gibbs sampling and path-adaptive metropolis-Hastings in high-energy astrophysics / David A. van Dyk and Taeyoung Park ; Posterior exploration for computationally intensive forward models / David Higdon [and others] ; Statistical ecology / Ruth King ; Gaussian random field models for spatial data / Murali Haran ; Modeling preference changes via a hidden Markov item response theory model / Jong Hee Park ; Parallel Bayesian MCMC imputation for multiple distributed lag models : a case study in environmental epidemiology / Biran Caffo [and others] ; MCMC for state-space models / Paul Fearnhead ; MCMC in educational research / Roy Levy, Robert J. Mislevy, and John T. Behrens -- Applications of MCMC in fisheries science / Russell B. Millar ; Model comparison and simulation for hierarchical models : analyzing rural-urban migration in Thailand / Filiz Garip and Bruce Western.
Includes bibliographical references and index.
Keywords: Markov processes; Monte Carlo method