Introducing Monte Carlo Methods with R (Record no. 110429)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 05602nam a22005655i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4419-1576-4 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220084506.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100301s2010 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781441915764 |
| -- | 978-1-4419-1576-4 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-1-4419-1576-4 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA276-280 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | UFM |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | COM077000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.5 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Robert, Christian. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Introducing Monte Carlo Methods with R |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Christian Robert, George Casella. |
| 264 #1 - | |
| -- | New York, NY : |
| -- | Springer New York, |
| -- | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XX, 284 p. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Use R |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Basic R Programming -- Random Variable Generation -- Monte Carlo Integration -- Controlling and Accelerating Convergence -- Monte Carlo Optimization -- Metropolis–Hastings Algorithms -- Gibbs Samplers -- Convergence Monitoring and Adaptation for MCMC Algorithms. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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 simulation to solve statistical problems. Introducing Monte Carlo Methods with R covers the main tools used in statistical simulation from a programmer's point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison. While this book constitutes a comprehensive treatment of simulation methods, the theoretical justification of those methods has been considerably reduced, compared with Robert and Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here. This book does not require a preliminary exposure to the R programming language or to Monte Carlo methods, nor an advanced mathematical background. While many examples are set within a Bayesian framework, advanced expertise in Bayesian statistics is not required. The book covers basic random generation algorithms, Monte Carlo techniques for integration and optimization, convergence diagnoses, Markov chain Monte Carlo methods, including Metropolis {Hastings and Gibbs algorithms, and adaptive algorithms. All chapters include exercises and all R programs are available as an R package called mcsm. The book appeals to anyone with a practical interest in simulation methods but no previous exposure. It is meant to be useful for students and practitioners in areas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The programming parts are introduced progressively to be accessible to any reader. Christian P. Robert is Professor of Statistics at Université Paris Dauphine, and Head of the Statistics Laboratory of CREST, both in Paris, France. He has authored more than 150 papers in applied probability, Bayesian statistics and simulation methods. He is a fellow of the Institute of Mathematical Statistics and the recipient of an IMS Medallion. He has authored eight other books, including The Bayesian Choice which received the ISBA DeGroot Prize in 2004, Monte Carlo Statistical Methods with George Casella, and Bayesian Core with Jean-Michel Marin. He has served as Joint Editor of the Journal of the Royal Statistical Society Series B, as well as an associate editor for most major statistical journals, and was the 2008 ISBA President. George Casella is Distinguished Professor in the Department of Statistics at the University of Florida. He is active in both theoretical and applied statistics, is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and a Foreign Member of the Spanish Royal Academy of Sciences. He has served as Theory and Methods Editor of the Journal of the American Statistical Association, as Executive Editor of Statistical Science, and as Joint Editor of the Journal of the Royal Statistical Society Series B. In addition to books with Christian Robert, he has written Variance Components, 1992, with S.R. Searle and C.E. McCulloch; Statistical Inference, Second Edition, 2001, with Roger Berger; and Theory of Point Estimation, Second Edition, 1998, with Erich Lehmann. His latest book is Statistical Design 2008. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Computer science. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Computer simulation. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Computer science |
| General subdivision | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Engineering mathematics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics and Computing/Statistics Programs. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Simulation and Modeling. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Computational Mathematics and Numerical Analysis. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability and Statistics in Computer Science. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Appl.Mathematics/Computational Methods of Engineering. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Casella, George. |
| Relator term | author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9781441915757 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Use R |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4419-1576-4 |
| 912 ## - | |
| -- | ZDB-2-SMA |
No items available.