
Bayesian Computation with R (Use R)
Edición de la obra Bayesian Computation with R (Use R)
| Autor | Jim Albert |
|---|---|
| Editorial | Springer |
| Fecha de publicación | July 31, 2007 |
| Idioma | inglés |
| Páginas | 270 |
| ISBN-13 | 9780387713847 |
| ISBN-10 | 0387713840 |
| OCLC | 124958652, 779892135 |
| LCCN | 2007929182 |
| Número de Cutter | A333b |
"Bayesian Computation with R introduces Bayesian modeling by the use of computation using the R language. The early chapters present the basic tenets of Bayesian thinking by use of familiar one and two-parameter inferential problems. Bayesian computational methods such as Laplace's method, rejection sampling, and the SIR algorithm are illustrated in the context of a random effects model. The construction and implementation of Markov Chain Monte Carlo (MCMC) methods is introduced. These simulation-based algorithms are implemented for a variety of Bayesian applications such as normal and binary response regression, hierarchical modeling, order-restricted inference, and robust modeling. Algorithms written in R are used to develop Bayesian tests and assess Bayesian models by use of the posterior predictive distribution. The use of R to interface with WinBUGS, a popular MCMC computing language, is described with several illustrative examples"--Jacket.