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Stability of Markov Chain Monte Carlo Methods

Kamatani, Kengo.
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(2021)  | 9784431552567 | Springer | pbk. | 1,  | book | 104pp | Availability last checked: 1/4/2021
AUD 114.95 (inc. GST), AUD 104.50 (ex. GST),
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...

 

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