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"Handbook of Markov Chain Monte Carlo" brings together the major advances that have occurred in recent years while incorporating enough introductory material for new users of MCMC. Along with thorough coverage of the theoretical foundations and algorithmic and computational methodology, this comprehensive handbook includes substantial realistic case studies from a variety of disciplines. These case studies demonstrate the application of MCMC methods and serve as a series of templates for the construction, implementation, and choice of MCMC methodology.
Chapman & Hall/CRC; May 2011
620 pages; ISBN 9781420079425
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620 pages; ISBN 9781420079425
Read online, or download in secure PDF format
