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Computer Intensive Methods in Statistics
Published 2019Table of Contents: “…Random Variable Generation; 1.1 Basic Methods; 1.1.1 Congruential Generators; 1.1.2 The KISS Generator; 1.1.3 Beyond Uniform Distributions; 1.2 Transformation Methods; 1.3 Accept-Reject Methods; 1.3.1 Envelope Accept-Reject Methods; 1.4 Problems; 2. Monte Carlo Methods; 2.1 Independent Monte Carlo Methods; 2.1.1 Importance Sampling; 2.1.2 The Rule of Thumb for Importance Sampling; 2.2 Markov Chain Monte Carlo; 2.2.1 Metropolis-Hastings Algorithm; 2.2.2 Special MCMC Algorithms; 2.2.3 Adaptive MCMC…”
Taylor & Francis
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