Introducing Monte Carlo Methods with R (Use R!)

Note moyenne 3,31
( 16 avis fournis par Goodreads )
 
9781441915757: Introducing Monte Carlo Methods with R (Use R!)

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

From the Back Cover :

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.

Christian P. Robert is Professor of Statistics at Université Paris Dauphine, and Head of the Statistics Laboratory of CREST, both in Paris, France. He has authored more than 150 papers in applied probability, Bayesian statistics and simulation methods. He is a fellow of the Institute of Mathematical Statistics and the recipient of an IMS Medallion. He has authored eight other books, including The Bayesian Choice which received the ISBA DeGroot Prize in 2004, Monte Carlo Statistical Methods with George Casella, and Bayesian Core with Jean-Michel Marin. He has served as Joint Editor of the Journal of the Royal Statistical Society Series B, as well as an associate editor for most major statistical journals, and was the 2008 ISBA President.

George Casella is Distinguished Professor in the Department of Statistics at the University of Florida. He is active in both theoretical and applied statistics, is a fellow of the Institute of Mathematical Statistics and the American Statistical Association, and a Foreign Member of the Spanish Royal Academy of Sciences. He has served as Theory and Methods Editor of the Journal of the American Statistical Association, as Executive Editor of Statistical Science, and as Joint Editor of the Journal of the Royal Statistical Society Series B. In addition to books with Christian Robert, he has written Variance Components, 1992, with S.R. Searle and C.E. McCulloch; Statistical Inference, Second Edition, 2001, with Roger Berger; and Theory of Point Estimation, Second Edition, 1998, with Erich Lehmann. His latest book is Statistical Design 2008.

Review :

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)

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Meilleurs résultats de recherche sur AbeBooks

1.

Christian P. Robert; George Casella
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) Quantité : 2
Vendeur
BWB
(Valley Stream, NY, Etats-Unis)
Evaluation vendeur
[?]

Description du livre État : New. Depending on your location, this item may ship from the US or UK. N° de réf. du libraire 97814419157570000000

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 43,98
Autre devise

Ajouter au panier

Frais de port : Gratuit
Vers Etats-Unis
Destinations, frais et délais

2.

Christian P. Robert, George Casella
Edité par Springer Verlag (2009)
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) Paperback Quantité : 1
impression à la demande
Vendeur
Ergodebooks
(RICHMOND, TX, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Springer Verlag, 2009. Paperback. État : New. 2010. This item is printed on demand. N° de réf. du libraire DADAX1441915753

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 40,76
Autre devise

Ajouter au panier

Frais de port : EUR 3,46
Vers Etats-Unis
Destinations, frais et délais

3.

Christian Robert, George Casella
Edité par Springer New York 2009-12-10, New York |London (2009)
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) paperback Quantité : 10
Vendeur
Blackwell's
(Oxford, OX, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre Springer New York 2009-12-10, New York |London, 2009. paperback. État : New. N° de réf. du libraire 9781441915757

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 47,72
Autre devise

Ajouter au panier

Frais de port : EUR 3,39
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

4.

Christian P. Robert, George Casella
Edité par Springer-Verlag New York Inc., United States (2010)
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) Paperback Quantité : 1
Vendeur
The Book Depository
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre Springer-Verlag New York Inc., United States, 2010. Paperback. État : New. 2010 ed.. Language: English . Brand New Book. 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. N° de réf. du libraire LIB9781441915757

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 51,68
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

5.

Christian P. Robert, George Casella
Edité par Springer-Verlag New York Inc., United States (2010)
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) Paperback Quantité : 1
Vendeur
The Book Depository US
(London, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre Springer-Verlag New York Inc., United States, 2010. Paperback. État : New. 2010 ed.. Language: English . Brand New Book. 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. N° de réf. du libraire LIB9781441915757

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 51,85
Autre devise

Ajouter au panier

Frais de port : Gratuit
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

6.

Christian P. Robert
Edité par Springer-Verlag New York Inc. (2009)
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) Quantité : > 20
impression à la demande
Vendeur
Pbshop
(Wood Dale, IL, Etats-Unis)
Evaluation vendeur
[?]

Description du livre Springer-Verlag New York Inc., 2009. PAP. État : New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du libraire IQ-9781441915757

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 50,83
Autre devise

Ajouter au panier

Frais de port : EUR 3,46
Vers Etats-Unis
Destinations, frais et délais

7.

Christian P. Robert
Edité par Springer-Verlag New York Inc. (2009)
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) Quantité : > 20
impression à la demande
Vendeur
Books2Anywhere
(Fairford, GLOS, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre Springer-Verlag New York Inc., 2009. PAP. État : New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du libraire IQ-9781441915757

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 52,27
Autre devise

Ajouter au panier

Frais de port : EUR 10,18
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

8.

Christian Robert; George Casella
Edité par Springer (2009)
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) Couverture souple Quantité : 1
Vendeur
European-Media-Service Mannheim
(Mannheim, Allemagne)
Evaluation vendeur
[?]

Description du livre Springer, 2009. État : New. N° de réf. du libraire L9781441915757

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 60,37
Autre devise

Ajouter au panier

Frais de port : EUR 3,99
De Allemagne vers Etats-Unis
Destinations, frais et délais

9.

Robert, Christian
Edité par Springer (2016)
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) Paperback Quantité : 1
impression à la demande
Vendeur
Ria Christie Collections
(Uxbridge, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre Springer, 2016. Paperback. État : New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. N° de réf. du libraire ria9781441915757_lsuk

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 61,25
Autre devise

Ajouter au panier

Frais de port : EUR 4,37
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

10.

CHRISTIAN ROBERT
Edité par Springer (2009)
ISBN 10 : 1441915753 ISBN 13 : 9781441915757
Neuf(s) Paperback Quantité : 10
Vendeur
Herb Tandree Philosophy Books
(Stroud, GLOS, Royaume-Uni)
Evaluation vendeur
[?]

Description du livre Springer, 2009. Paperback. État : NEW. 9781441915757 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. N° de réf. du libraire HTANDREE0294642

Plus d'informations sur ce vendeur | Poser une question au libraire

Acheter neuf
EUR 58,21
Autre devise

Ajouter au panier

Frais de port : EUR 9,04
De Royaume-Uni vers Etats-Unis
Destinations, frais et délais

autres exemplaires de ce livre sont disponibles

Afficher tous les résultats pour ce livre