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1.

図書

図書
Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
出版情報: Berlin : Springer, 2008  xv, 648 p. ; 24 cm
シリーズ名: Stochastic modelling and applied probability ; 33
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2.

図書

図書
Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
出版情報: Berlin ; New York : Springer, c1997  xv, 645 p. ; 24 cm
シリーズ名: Applications of mathematics ; 33
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3.

図書

図書
edited by Ole E. Barndorff-Nielsen, David R. Cox and Claudia Klüppelberg
出版情報: Boca Raton : Chapman & Hall/CRC, c2001  xv, 279 p. ; 24 cm
シリーズ名: Monographs on statistics and applied probability ; 87
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目次情報: 続きを見る
A Primer On Markov Chain Monte Carlo / Peter J. Green
Introduction
Getting Started: Bayesian Inference and the Gibbs Sampler
MCMC-The General Idea and the Main Limit Theorems
Recipes for Constructing MCMC Methods
The Role of Graphical Models
Performance of MCMC Methods
Reversible Jump Methods
Some Tools for Improving Performance
Coupling from the Past (CFTP)
Miscellaneous Topics
Some Notes on Programming MCMC
Conclusions
Causal Inference From Graphical Models / Steffen L. Lauritzen
Graph Terminology
Conditional Independence
Markov Properties for Undirected Graphs
The Directed Markov Property
Causal Markov Models
Assessment of Treatment Effects in Sequential Trials
Identifiability of Causal Effects
Structural Equation Models
Potential Responses and Counterfactuals
Other Issues
State Space And Hidden Markov Models / Hans R. Künsch
The General State Space Model
Filtering and Smoothing Recursions
Exact and Approximate Filtering and Smoothing
Monte Carlo Filtering and Smoothing
Parameter Estimation
Extensions of the Model
Monte Carlo Methods On Genetic Structures / Elizabeth A. Thompson
Genetics, Pedigrees, and Structured Systems
Computations on Pedigrees
MCMC Methods for Multilocus Genetic Data
Conclusion
Renormalization Of Interacting Diffusions / Frank den Hollander
The Model
Interpretation of the Model
Block Averages and Renormalization
The Hierarchical Lattice
The Renormalization Transformation
Analysis of the Orbit
Higher-Dimensional State Spaces
Open Problems
Stein's Method For Epidemic Processes / Gesine Reinert
A Brief Introduction to Stein's Method
The Distance of the GSE to its Mean Field Limit
Discussion
A Primer On Markov Chain Monte Carlo / Peter J. Green
Introduction
Getting Started: Bayesian Inference and the Gibbs Sampler
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