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Advanced Markov Chain Monte Carlo Methods

- Learning from Past Samples

af USA) Liu, Faming (Texas A&M University Liang, Chuanhai (Dept of Statistics Purdue University & mfl.

1.354,95 kr.

* Presents the latest developments in Monte Carlo research. * Provides a toolkit for simulating complex systems using MCMC. * Introduces a wide range of algorithms including Gibbs sampler, Metropolis-Hastings and an overview of sequential Monte Carlo algorithms.
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- 1.354,95 kr.
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