Handbook of Markov Chain Monte Carlo

by Steve Brooks (Editor), Andrew Gelman (Editor), Galin L. Jones (Editor)

"Handbook of Markov Chain Monte Carlo" brings together the major advances that have occurred in recent years while incorporating enough introductory material for new users of MCMC. Along with thorough coverage of the theoretical foundations and algorithmic and computational methodology, this comprehensive handbook includes substantial realistic case studies from a variety of disciplines. These case studies demonstrate the application of MCMC methods and serve as a series of templates for the construction, implementation, and choice of MCMC methodology.

Genres: Artificial Intelligence, Mathematics

620 pages, ebook

First published June 1, 2010

Reviews

[Richard · Rating 5 out of 5]

Fantastic reference text for anyone interested in MCMC, deals with very engaging subject matter that has many real-world practical applications.