Monte Carlo Methods in Bayesian Computation

By: Ming-Hui Chen, Qi-Man Shao, Joseph G. Ibrahim

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Paperback | 4 October 2012

At a Glance

Paperback
406 Pages

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23.5 x 15.49 x 2.11

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$169.00

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Dealing with methods for sampling from posterior distributions and how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples, this book addresses such topics as improving simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, highest posterior density interval calculations, computation of posterior modes, and posterior computations for proportional hazards models and Dirichlet process models. The authors also discuss model comparisons, including both nested and non-nested models, marginal likelihood methods, ratios of normalizing constants, Bayes factors, the Savage-Dickey density ratio, Stochastic Search Variable Selection, Bayesian Model Averaging, the reverse jump algorithm, and model adequacy using predictive and latent residual approaches. The book presents an equal mixture of theory and applications involving real data, and is intended as a graduate textbook or a reference book for a one-semester course at the advanced masters or Ph.D. level. It will also serve as a useful reference for applied or theoretical researchers as well as practitioners.

Industry Reviews

"This book combines the theory topics with good computer and application examples from the field of food science, agriculture, cancer and others. The volume will provide an excellent research resource for statisticians with an interest in computer intensive methods for modelling with different sorts of prior information."
A.V. Tsukanov in "Short Book Reviews", Vol. 20/3, December 2000

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