scientific article

zbMath1216.65003MaRDI QIDQ3588775

George Casella, Christian P. Robert Robert

Publication date: 10 September 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

monographalgorithmconvergenceBrownian motionMonte Carlo methodserror boundMarkov chainsimulationsMetropolis-Hastings algorithmsGibbs samplingpseudo-random numbersvariance estimationsexpectation-maximization algorithmconfidence bandsmultidimensional integralseffective sample sizeLangevin algorithmstochastic gradient methodsimportance sampling methodMonte Carlo Markov chain algorithmBox-Muller algorithmprogramming language Rintegration problemsaccept-reject methodsamcmc packageCauchy samplescoda packagemonitoring methodsrandom variable generationsstochastic search techniques

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Sampling theory, sample surveys (62D05) Numerical mathematical programming methods (65K05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Stochastic programming (90C15) Combinatorial optimization (90C27) Brownian motion (60J65) Numerical analysis or methods applied to Markov chains (65C40) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Random number generation in numerical analysis (65C10) Analysis of variance and covariance (ANOVA) (62J10) Packaged methods for numerical algorithms (65Y15) Stochastic particle methods (65C35) Pseudo-random numbers; Monte Carlo methods (11K45)

Uses Software

• R
• CODA
• Unnamed Item

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