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Discretization and MCMC Convergence Assessment, Vol. 135 Book

Discretization and MCMC Convergence Assessment, Vol. 135
Discretization and MCMC Convergence Assessment, Vol. 135, This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a short introduction to MCMC methods, including recent developments like perfect simulation and Lange, Discretization and MCMC Convergence Assessment, Vol. 135 has a rating of 3 stars
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Discretization and MCMC Convergence Assessment, Vol. 135, This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a short introduction to MCMC methods, including recent developments like perfect simulation and Lange, Discretization and MCMC Convergence Assessment, Vol. 135
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  • Discretization and MCMC Convergence Assessment, Vol. 135
  • Written by author Christian P. Robert
  • Published by Springer-Verlag New York, LLC, September 1998
  • This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a short introduction to MCMC methods, including recent developments like perfect simulation and Lange
  • This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a short introduction to MCMC methods, including recent developments like perfect simulation and Lange
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Book Categories

Authors

Preface
List of Contributors
1Markov Chain Monte Carlo Methods1
2Convergence Control of MCMC Algorithms27
3Linking Discrete and Continuous Chains47
4Valid Discretization via Renewal Theory67
5Control by the Central Limit Theorem99
6Convergence Assessment in Latent Variable Models: DNA Applications127
7Convergence Assessment in Latent Variable Models: Application to the Longitudinal Modelling of a Marker of HIV Progression147
8Estimation of Exponential Mixtures161
References175
Author Index185
Subject Index189


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Discretization and MCMC Convergence Assessment, Vol. 135, This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a short introduction to MCMC methods, including recent developments like perfect simulation and Lange, Discretization and MCMC Convergence Assessment, Vol. 135

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Discretization and MCMC Convergence Assessment, Vol. 135, This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a short introduction to MCMC methods, including recent developments like perfect simulation and Lange, Discretization and MCMC Convergence Assessment, Vol. 135

Discretization and MCMC Convergence Assessment, Vol. 135

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Discretization and MCMC Convergence Assessment, Vol. 135, This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a short introduction to MCMC methods, including recent developments like perfect simulation and Lange, Discretization and MCMC Convergence Assessment, Vol. 135

Discretization and MCMC Convergence Assessment, Vol. 135

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