... Monte Carlo statistical methods, particularly those based on Markov chains, are now an essential component ... ... Carlo control, reversible jump, slice sampling, sequential Monte Carlo, and perfect sampling. ... ... The authors do not assume familiarity with Monte Carlo techniques (such as random variable generation ... ... Carlo Methods 75 -- 2.6.3 Mixture Representations 77 -- 3 Monte Carlo Integration 79 -- 3.1 Introduction ... ... 79 -- 3.2 Classical Monte Carlo Integration 83 -- 3.3 Importance Sampling 90 -- 3.3.1 Principles 90 ...
Springer texts in statistics
2nd ed. xxx, 645 s., grafy
