Handbook of Markov chain Monte Carlo

Description

Foundations, methodology, and algorithms. Introduction to Markov chain Monte Carlo / Charles J. Geyer A short history of MCMC : subjective recollections from incomplete data / Christian Robert and George Casella Reversible jump MCMC / Yanan Fan and Scott A. Sisson Optimal proposal distributions and adaptive MCMC / Jeffrey S. Rosenthal MCMC using Hamiltonian dynamics / Radford M. Neal Inference from simulations and monitoring convergence / Andrew Gelman and Kenneth Shirley Implementing MCMC : estimating with confidence / James M. Flegal and Galin L. Jones Perfection within reach : exact MCMC sampling / Radu V. Craiu and Xiao-Li Meng Spatial point processes / Mark Huber The data augmentation algorithm : theory and methodology / James P. Hobert Importance sampling, simulated tempering, and umbrella sampling / Charles J. Geyer Likelihood-free MCMC / Scott A. Sisson and Yanan Fan -- Applications and case studies. MCMC in the analysis of genetic data on related individuals / Elizabeth Thompson An MCMC-based analysis of a multilevel model for functional MRI data / Brian Caffo [and others] Partially collapsed Gibbs sampling and path-adaptive metropolis-Hastings in high-energy astrophysics / David A. van Dyk and Taeyoung Park Posterior exploration for computationally intensive forward models / David Higdon [and others] Statistical ecology / Ruth King Gaussian random field models for spatial data / Murali Haran Modeling preference changes via a hidden Markov item response theory model / Jong Hee Park Parallel Bayesian MCMC imputation for multiple distributed lag models : a case study in environmental epidemiology / Biran Caffo [and others] MCMC for state-space models / Paul Fearnhead MCMC in educational research / Roy Levy, Robert J. Mislevy, and John T. Behrens -- Applications of MCMC in fisheries science / Russell B. Millar Model comparison and simulation for hierarchical models : analyzing rural-urban migration in Thailand / Filiz Garip and Bruce Western.