Markov Chain Monte Carlo in Practice

General state-space Markov chain theory has evolved to make it both more accessible and more powerful. Markov Chain Monte Carlo in Practice introduces MCMC methods and their applications while also providing some theoretical background. Considering the broad audience, the editors emphasize practice rather than theory and keep the technical content to a minimum. They offer step-by-step instructions for using the methods presented and show the importance of MCMC in real applications with examples ranging from the simple to the more complex in fields such as archaeology, astronomy, biostatistics, genetics, epidemiology, and image analysis.

This work introduces Markov chain Monte Carlo methodology at a level suitable for applied statisticians. It explains the methodology and its theoretical background, summarizes application areas, and presents illustrative applications in many areas including archaeology and astronomy.

Autorentext
W.R. Gilks Institute of Public Health, Cambridge, UK; S. Richardson Imperial College, London, UK; David Spiegelhalter MRC Biostatistics Unit, Cambridge, UK.

Inhalt
INTRODUCING MARKOV CHAIN MONTE CARLO; HEPATITIS B: A CASE STUDY IN MCMC METHODS; MARKOV CHAIN CONCEPTS RELATED TO SAMPLING ALGORITHMS; INTRODUCTION TO GENERAL STATE-SPACE MARKOV CHAIN THEORY; FULL CONDITIONAL DISTRIBUTIONS; STRATEGIES FOR IMPROVING MCMC; IMPLEMENTING MCMC; INFERENCE AND MONITORING CONVERGENCE; MODEL DETERMINATION USING SAMPLING-BASED METHODS; HYPOTHESIS TESTING AND MODEL SELECTION; MODEL CHECKING AND MODEL IMPROVEMENT; STOCHASTIC SEARCH VARIABLE SELECTION; BAYESIAN MODEL COMPARISON VIA JUMP DIFFUSIONS; ESTIMATION AND OPTIMIZATION OF FUNCTIONS; STOCHASTIC EM: METHOD AND APPLICATION; GENERALIZED LINEAR MIXED MODELS; HIERARCHICAL LONGITUDINAL MODELLING; MEDICAL MONITORING; MCMC FOR NONLINEAR HIERARCHICAL MODELS; BAYESIAN MAPPING OF DISEASE; MCMC IN IMAGE ANALYSIS; MEASUREMENT ERROR; GIBBS SAMPLING METHODS IN GENETICS; MIXTURES OF DISTRIBUTIONS: INFERENCE AND ESTIMATION; AN ARCHAEOLOGICAL EXAMPLE: RADIOCARBON DATING