Monte Carlo Methods in Bayesian Computation

by Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim

Book Overview

Dealing with methods for sampling from posterior distributions and how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples, this book addresses such topics as improving simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, highest posterior density interval calculations, computation of posterior modes, and posterior computations for proportional...

• Format: Hardcover
• Language: English
• ISBN: 0387989358
• ISBN13: 9780387989358
• Release Date: January 2000
• Publisher: Springer
• Length: 387 Pages
• Weight: 1.55 lbs.
• Dimensions: 1.0" x 6.4" x 9.5"