Discretization and MCMC Convergence Assessment: 135 (Lecture Notes in Statistics, 135) - Image 1

£73.03

Springer Discretization and MCMC Convergence Assessment: 135 (Lecture Notes in Statistics, 135)

Name: Discretization and MCMC Convergence Assessment: 135 (Lecture Notes in Statistics, 135)
Brand: Springer
Price: 73.03 GBP
Availability: InStock

Applied Mathematics

About as cheap as it gets. The only time it was cheaper was 2 months ago.

£73 today · all-time low £73 (Apr 2026) · usually the usual

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 57 days • 57 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 57 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £73 (43 days, 75.4%)

Price range: £73 - £85

Price levels: 3 different prices over 57 days

Description

The exponential increase in the use of MCMC methods and the corre sponding applications in domains of even higher complexity have caused a growing concern about the available convergence assessment methods and the realization that some of these methods were not reliable enough for all-purpose analyses. Some researchers have mainly focussed on the con vergence to stationarity and the estimation of rates of convergence, in rela tion with the eigenvalues of the transition kernel. This monograph adopts a different perspective by developing (supposedly) practical devices to assess the mixing behaviour of the chain under study and, more particularly, it proposes methods based on finite (state space) Markov chains which are obtained either through a discretization of the original Markov chain or through a duality principle relating a continuous state space Markov chain to another finite Markov chain, as in missing data or latent variable models. The motivation for the choice of finite state spaces is that, although the resulting control is cruder, in the sense that it can often monitor con vergence for the discretized version alone, it is also much stricter than alternative methods, since the tools available for finite Markov chains are universal and the resulting transition matrix can be estimated more accu rately. Moreover, while some setups impose a fixed finite state space, other allow for possible refinements in the discretization level and for consecutive improvements in the convergence monitoring.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 0387985913
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Publication Date: 13 August 1998
Listed Since: 16 December 2006

Barcode

No barcode data available

Springer Discretization and MCMC Convergence Assessment: 135 (Lecture Notes in Statistics, 135)

About as cheap as it gets. The only time it was cheaper was 2 months ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Markov Chain Monte Carlo in Practice (Chapman & Hall/CRC Interdisciplinary Statistics)

Springer - An Introduction to Sequential Monte Carlo Book

Springer An Introduction to Sequential Monte Carlo - Particle Filters

Bayesian Nonparametric Statistics: Theorems, Proofs, and Python Implementations (Computational Mathematics Library)

Martingales and Markov Chains: Solved Exercises and Elements of Theory

Markov Chains (Springer Series in Operations Research and Financial Engineering)

CRC Press Sequential Analysis: Hypothesis Testing & Changepoint

Sequential Analysis: Hypothesis Testing and Changepoint Detection

Stochastic Models with Applications to Genetics, Cancers, AIDS and Other Biomedical Systems: Second Edition: 19 (Series on Concrete & Applicable Mathematics)

Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference, Second Edition: 68 (Chapman & Hall/CRC Texts in Statistical Science)

Advanced Markov Chain Monte Carlo Methods: Learning from Past Samples (Wiley Series in Computational Statistics)

Mean Field Simulation for Monte Carlo Integration (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press Non-Homogeneous Markov Chains and Systems Book

Markov Processes, Structure and Asymptotic Behavior: Structure and Asymptotic Behavior: 184 (Grundlehren der mathematischen Wissenschaften, 184)

Stochastic Epidemic Models and Their Statistical Analysis: 151 (Lecture Notes in Statistics, 151)

A Course in Stochastic Processes: Stochastic Models and Statistical Inference: 34 (Theory and Decision Library B, 34)

Finite Approximations in Discrete-Time Stochastic Control: Quantized Models and Asymptotic Optimality (Systems & Control: Foundations & Applications)

Bayesian Inference in the Social Sciences

Markov Processes for Stochastic Modeling: 6 (Stochastic Modeling Series)

Complex Stochastic Systems: 87 (CRC Monographs on Statistics & Applied Probability (Hardcover))

Semimartingales and their Statistical Inference: 83 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Handbook of Markov Chain Monte Carlo (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Mean Field Simulation for Monte Carlo Integration (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)