Einführung in Monte Carlo Methoden mit R (Verwendung R!)
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Einführung in Monte Carlo Methoden mit R (Verwendung R!)
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eBay-Artikelnr.:156907937635
Artikelmerkmale
- Artikelzustand
- Release Year
- 2009
- Book Title
- Introducing Monte Carlo Methods with R (Use R!)
- ISBN
- 9781441915757
Über dieses Produkt
Product Identifiers
Publisher
Springer New York
ISBN-10
1441915753
ISBN-13
9781441915757
eBay Product ID (ePID)
79745265
Product Key Features
Number of Pages
Xx, 284 Pages
Language
English
Publication Name
Introducing Monte Carlo Methods with R
Subject
Programming Languages / General, Probability & Statistics / Stochastic Processes, Mathematical & Statistical Software, Numerical Analysis, Probability & Statistics / General
Publication Year
2009
Type
Textbook
Subject Area
Mathematics, Computers
Series
Use R! Ser.
Format
Trade Paperback
Dimensions
Item Weight
33.5 Oz
Item Length
9.2 in
Item Width
6.1 in
Additional Product Features
Intended Audience
Scholarly & Professional
Dewey Edition
22
Reviews
From the reviews: "Robert and Casella's new book uses the programming language R, a favorite amongst (Bayesian) statisticians to introduce in eight chapters both basic and advanced Monte Carlo techniques ... . The book could be used as the basic textbook for a semester long course on computational statistics with emphasis on Monte Carlo tools ... . useful for (and should be next to the computer of) a large body of hands on graduate students, researchers, instructors and practitioners ... ." (Hedibert Freitas Lopes, Journal of the American Statistical Association, Vol. 106 (493), March, 2011) "Chapters focuses on MCMC methods the Metropolis-Hastings algorithm, Gibbs sampling, and monitoring and adaptation for MCMC algorithms. ... There are exercises within and at the end of all chapters ... . Overall, the level of the book makes it suitable for graduate students and researchers. Others who wish to implement Monte Carlo methods, particularly MCMC methods for Bayesian analysis will also find it useful." (David Scott, International Statistical Review, Vol. 78 (3), 2010) "The primary audience is graduate students in statistics, biostatistics, engineering, etc. who need to know how to utilize Monte Carlo simulation methods to analyze their experiments and/or datasets. ... this text does an effective job of including a selection of Monte Carlo methods and their application to a broad array of simulation problems. ... Anyone who is an avid R user and has need to integrate and/or optimize complex functions will find this text to be a necessary addition to his or her personal library." (Dean V. Neubauer, Technometrics, Vol. 53 (2), May, 2011), From the reviews:Robert and Casella's new book uses the programming language R, a favorite amongst (Bayesian) statisticians to introduce in eight chapters both basic and advanced Monte Carlo techniques … . The book could be used as the basic textbook for a semester long course on computational statistics with emphasis on Monte Carlo tools … . useful for (and should be next to the computer of) a large body of hands on graduate students, researchers, instructors and practitioners … . (Hedibert Freitas Lopes, Journal of the American Statistical Association, Vol. 106 (493), March, 2011)Chapters focuses on MCMC methods the MetropolisHastings algorithm, Gibbs sampling, and monitoring and adaptation for MCMC algorithms. … There are exercises within and at the end of all chapters … . Overall, the level of the book makes it suitable for graduate students and researchers. Others who wish to implement Monte Carlo methods, particularly MCMC methods for Bayesian analysis will also find it useful. (David Scott, International Statistical Review, Vol. 78 (3), 2010)
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
518.282
Table Of Content
Basic R Programming.- Random Variable Generation.- Monte Carlo Integration.- Controlling and Accelerating Convergence.- Monte Carlo Optimization.- Metropolis Hastings Algorithms.- Gibbs Samplers.- Convergence Monitoring and Adaptation for MCMC Algorithms.
Synopsis
This book covers the main tools used in statistical simulation from a programmer's point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison., Computational techniques based on simulation have now become an essential part of the statistician's toolbox. It is thus crucial to provide statisticians with a practical understanding of those methods, and there is no better way to develop intuition and skills for simulation than to use simulation to solve statistical problems. Introducing Monte Carlo Methods with R covers the main tools used in statistical simulation from a programmer's point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison. While this book constitutes a comprehensive treatment of simulation methods, the theoretical justification of those methods has been considerably reduced, compared with Robert and Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here. This book does not require a preliminary exposure to the R programming language or to Monte Carlo methods, nor an advanced mathematical background. While many examples are set within a Bayesian framework, advanced expertise in Bayesian statistics is not required. The book covers basic random generation algorithms, Monte Carlo techniques for integration and optimization, convergence diagnoses, Markov chain Monte Carlo methods, including Metropolis {Hastings and Gibbs algorithms, and adaptive algorithms. All chapters include exercises and all R programs are available as an R package called mcsm. The book appeals to anyone with a practical interest in simulation methods but no previous exposure. It is meant to be useful for students and practitioners in areas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The programming parts are introduced progressively to be accessible to any reader.
LC Classification Number
QA273.A1-274.9
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