Robert, Christian P.

Introducing monte carlo methods with R/ Christian P. Robert, George Casella - New York: Springer, 2010. - xix, 283 p. : ill. ; 24 cm.

1 Basic R Programming.

2 Random Variable Generation

3 Monte Carlo Integration.

4 Controlling and Accelerating Convergence.

5 Monte Carlo Optimization.

6 Metropolis#x2013;

7 Hastings Algorithms.

8 Gibbs Samplers.

9 Convergence Monitoring and Adaptation for MCMC Algorithms.

9781441915757


Mathematical statistics--Data processing
R (Computer program language)
Monte Carlo method--Computer programs
Markov processes
Mathematical statistics
Computer science
Computer science--Mathematics
Computer simulation

518.282 / ROB/I