Monte Carlo Statistical Methods

Authors:
Christian P. Robert;George Casella
Affiliations:
-;-
Venue:
Monte Carlo Statistical Methods
Year:
2010

Citing 0
Cited 57

Numerical integration in logistic-normal models

Computational Statistics & Data Analysis
Bayesian estimation of the Gaussian mixture GARCH model

Computational Statistics & Data Analysis
Parallel exact sampling and evaluation of Gaussian Markov random fields

Computational Statistics & Data Analysis
Inference and evaluation of the multinomial mixture model for text clustering

Information Processing and Management: an International Journal
Image separation using particle filters

Digital Signal Processing
Short Communication: Simulating from a multinomial distribution with large number of categories

Computational Statistics & Data Analysis
Line and point cluster models for spatial health data

Computational Statistics & Data Analysis
Interacting sequential Monte Carlo samplers for trans-dimensional simulation

Computational Statistics & Data Analysis
Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference

Computational Statistics & Data Analysis
Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models

Computational Statistics & Data Analysis
Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution

Computational Statistics & Data Analysis
Simultaneous cancer classification and gene selection with Bayesian nearest neighbor method: An integrated approach

Computational Statistics & Data Analysis
Estimation in the probit normal model for binary outcomes using the SAEM algorithm

Computational Statistics & Data Analysis
Comparison of Bayesian survival analysis and Cox regression analysis in simulated and breast cancer data sets

Expert Systems with Applications: An International Journal
Estimating Bayes factors via thermodynamic integration and population MCMC

Computational Statistics & Data Analysis
Efficient Bayesian estimation of multivariate state space models

Computational Statistics & Data Analysis
A Bayesian analysis of dual autoradiographic images

Computational Statistics & Data Analysis
Interval estimation in a finite mixture model: Modeling P-values in multiple testing applications

Computational Statistics & Data Analysis
Multiple imputation of missing values in a cancer mortality analysis with estimated exposure dose

Computational Statistics & Data Analysis
Short Communication: Allowing for the effect of data binning in a Bayesian Normal mixture model

Computational Statistics & Data Analysis
Monte Carlo source detection of atmospheric emissions and error functions analysis

Computers & Geosciences
2010 Special Issue: Bayesian estimation of phase response curves

Neural Networks
Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe

Computational Statistics & Data Analysis
A Bayesian hybrid Huberized support vector machine and its applications in high-dimensional medical data

Computational Statistics & Data Analysis
Rigorous confidence bounds for MCMC under a geometric drift condition

Journal of Complexity
A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models

Computational Statistics & Data Analysis
A Distributed Platform for Global-Scale Agent-Based Models of Disease Transmission

ACM Transactions on Modeling and Computer Simulation (TOMACS)
Contourlet-based texture retrieval using a mixture of generalized gaussian distributions

CAIP'11 Proceedings of the 14th international conference on Computer analysis of images and patterns - Volume Part II
Practical data compression in wireless sensor networks: A survey

Journal of Network and Computer Applications
A Measure-Theoretic Computational Method for Inverse Sensitivity Problems I: Method and Analysis

SIAM Journal on Numerical Analysis
Global estimation in constrained environments

International Journal of Robotics Research
A new Chance-Variance optimization criterion for portfolio selection in uncertain decision systems

Expert Systems with Applications: An International Journal
Frailty modeling via the empirical Bayes-Hastings sampler

Computational Statistics & Data Analysis
Objective Bayesian analysis for the normal compositional model

Computational Statistics & Data Analysis
A study of variable selection using g-prior distribution with ridge parameter

Computational Statistics & Data Analysis
Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency

Computational Statistics & Data Analysis
Estimating discrete Markov models from various incomplete data schemes

Computational Statistics & Data Analysis
Simulated annealing for higher dimensional projection depth

Computational Statistics & Data Analysis
Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data

Computational Statistics & Data Analysis
Generalised relaxed Radon transform (GR2T) for robust inference

Pattern Recognition
Particle Algorithms for Optimization on Binary Spaces

ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special Issue on Monte Carlo Methods in Statistics
Exact event-driven implementation for recurrent networks of stochastic perfect integrate-and-fire neurons

Neural Computation
High-degree cubature Kalman filter

Automatica (Journal of IFAC)
Accelerated spike resampling for accurate multiple testing controls

Neural Computation
Simultaneous Bayesian clustering and feature selection using RJMCMC-based learning of finite generalized Dirichlet mixture models

Signal Processing
Simulation of database-valued markov chains using SimSQL

Proceedings of the 2013 ACM SIGMOD International Conference on Management of Data
Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering

Neural Networks
Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density

Computational Statistics & Data Analysis
A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series

Computational Economics
Dealing with multiple local modalities in latent class profile analysis

Computational Statistics & Data Analysis
State estimation for Markovian Jump Linear Systems with bounded disturbances

Automatica (Journal of IFAC)
Input variable selection in time-critical knowledge integration applications: A review, analysis, and recommendation paper

Advanced Engineering Informatics
Characterising economic trends by Bayesian stochastic model specification search

Computational Statistics & Data Analysis
Discretization-based direct random sample generation

Computational Statistics & Data Analysis
Bayesian learning of finite generalized inverted Dirichlet mixtures: Application to object classification and forgery detection

Expert Systems with Applications: An International Journal
A generalized multiple-try version of the Reversible Jump algorithm

Computational Statistics & Data Analysis
Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk

Computational Statistics

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Abstract

We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.