| Titre : | Markov chain Monte Carlo in practice |
| Auteurs : | Gilks, W. R., Éditeur scientifique ; Richardson, Sylvia, Éditeur scientifique ; Spiegelhalter, D. J., Éditeur scientifique |
| Type de document : | texte imprimé |
| Editeur : | Boca Raton [Etats-Unis] : Chapman & Hall / CRC, 1996 |
| ISBN/ISSN/EAN : | 978-0-412-05551-5 |
| Format : | XVII, 486 p. / ill. / 25 cm |
| Note générale : | Première réimpression de CRC Press en 1998. - La couv. porte aussi : "Interdisciplinary statistics" . - Bibliogr. en fin de chapitre. - Index |
| Langues : | Français |
| Index. décimale : | 519.217 (Processus de Markov) |
| Tags : | Markov processes Monte Carlo method Medical statistics Biometry Marches aléatoires (mathématiques) Biométrie Statistique médicale Markov, Processus de Monte-Carlo, Méthode de |
| Résumé : | In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in Austria place a Bronze Age site in its true temporal location on the calendar scale. And in France, researchers map a rare disease with relatively little variation.Each of these studies applied Markov chain Monte Carlo methods to produce more accurate and inclusive results. General state-space Markov chain theory has seen several developments that have made it both more accessible and more powerful to the general statistician. Markov Chain Monte Carlo in Practice introduces MCMC methods and their applications, providing some theoretical background as well. The authors are researchers who have made key contributions in the recent development of MCMC methodology and its application. Considering the broad audience, the editors emphasize practice rather than theory, keeping the technical content to a minimum. The examples range from the simplest application, Gibbs sampling, to more complex applications. The first chapter contains enough information to allow the reader to start applying MCMC in a basic way. The following chapters cover main issues, important concepts and results, techniques for implementing MCMC, improving its performance, assessing model adequacy, choosing between models, and applications and their domains.Markov Chain Monte Carlo in Practice is a thorough, clear introduction to the methodology and applications of this simple idea with enormous potential. It shows the importance of MCMC in real applications, such as archaeology, astronomy, biostatistics, genetics, epidemiology, and image analysis, and provides an excellent base for MCMC to be applied to other fields as well. |
| Note de contenu : |
Summary :
1. Introducing markov chain monte carlo 2. Hepatitis b: a case study in mcmc methods 3. Markov chain concepts related to sampling algorithms 4. Introduction to general state-space markov chain theory 5. Full conditional distributions 6. Strategies for improving mcmc 7. Implementing mcmc 8. Inference and monitoring convergence 9. Model determination using sampling-based methods 10. Hypothesis testing and model selection 11. Model checking and model improvement 12. Stochastic search variable selection 13. Bayesian model comparison via jump diffusions 14. Estimation and optimization of functions 15. Stochastic em: method and application 16. Generalized linear mixed models 17. Hierarchical longitudinal modelling 18. Medical monitoring 19. Mcmc for nonlinear hierarchical models 20. Bayesian mapping of disease 21. Mcmc in image analysis 22. Measurement error 23. Gibbs sampling methods in genetics 24. Mcmc maximum likelihood 25. Mixtures of distributions: inference and estimation 26. An archaeological example: radiocarbon dating |
Exemplaires (1)
| Cote | Support | Localisation | Section | Disponibilité | Etat_Exemplaire |
|---|---|---|---|---|---|
| 519.217 MAR | Papier | Bibliothèque Centrale | Mathématiques | Disponible | Consultation sur place |
