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JSS Research Series in Statistics
cover

Stability of Markov Chain Monte Carlo Methods

Authors: Kamatani, Kengo

  • Suits MCMC users with a statistical background is the first book completely devoted to the study of MCMC from a statistical point of view
  • Provides a unified view of the theory of many MCMC methods
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eBook 41,64 €
price for Korea, Republic of (South Korea) (gross)
  • The eBook version of this title will be available soon
  • 까지: April 23, 2020
  • ISBN 978-4-431-55257-4
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Softcover 49,99 €
price for Korea, Republic of (South Korea) (gross)
  • 까지: April 23, 2020
  • ISBN 978-4-431-55256-7
  • Free shipping for individuals worldwide
About this book

This book presents modern techniques for the analysis of Markov chain Monte Carlo (MCMC) methods. A central focus is the study of the number of iteration of MCMC and the relation to some indices, such as the number of observation, or the number of dimension of the parameter space. The approach in this book is based on the theory of convergence of probability measures for two kinds of randomness: observation randomness and simulation randomness. This method provides in particular the optimal bounds for the random walk Metropolis algorithm and useful asymptotic information on the data augmentation algorithm. Applications are given to the Bayesian mixture model, the cumulative probit model, and to some other categorical models. This approach yields new subjects, such as the degeneracy problem and optimal rate problem of MCMC. Containing asymptotic results of MCMC under a Bayesian statistical point of view, this volume will be useful to practical and theoretical researchers and to graduate students in the field of statistical computing.

Buy this book

eBook 41,64 €
price for Korea, Republic of (South Korea) (gross)
  • The eBook version of this title will be available soon
  • 까지: April 23, 2020
  • ISBN 978-4-431-55257-4
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Softcover 49,99 €
price for Korea, Republic of (South Korea) (gross)
  • 까지: April 23, 2020
  • ISBN 978-4-431-55256-7
  • Free shipping for individuals worldwide

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Bibliographic Information

Bibliographic Information
Book Title
Stability of Markov Chain Monte Carlo Methods
Authors
Series Title
JSS Research Series in Statistics
Copyright
2020
Publisher
Springer Japan
Copyright Holder
The Author(s), under exclusive licence to Springer Japan KK
eBook ISBN
978-4-431-55257-4
Softcover ISBN
978-4-431-55256-7
Series ISSN
2364-0057
Edition Number
1
Number of Pages
VI, 104
Number of Illustrations
10 b/w illustrations
Topics