## Markov Chain Monte Carlo

*N. Thompson Hobbs and Mevin B. Hooten*

### in Bayesian Models: A Statistical Primer for Ecologists

- Published in print:
- 2015
- Published Online:
- October 2017
- ISBN:
- 9780691159287
- eISBN:
- 9781400866557
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691159287.003.0007
- Subject:
- Biology, Ecology

This chapter explains how to implement Bayesian analyses using the Markov chain Monte Carlo (MCMC) algorithm, a set of methods for Bayesian analysis made popular by the seminal paper of Gelfand and ... More

## A SURVEY ON THE USE OF MARKOV CHAINS TO RANDOMLY SAMPLE COLOURINGS

*Alan Frieze and Eric Vigoda*

### in Combinatorics, Complexity, and Chance: A Tribute to Dominic Welsh

- Published in print:
- 2007
- Published Online:
- September 2007
- ISBN:
- 9780198571278
- eISBN:
- 9780191718885
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198571278.003.0004
- Subject:
- Mathematics, Probability / Statistics

In recent years, considerable progress has been made on the analysis of Markov chains for generating a random colouring of an input graph. These improvements have come in conjunction with refinements ... More

## Inference

*Jesper Møller*

### in New Perspectives in Stochastic Geometry

- Published in print:
- 2009
- Published Online:
- February 2010
- ISBN:
- 9780199232574
- eISBN:
- 9780191716393
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199232574.003.0009
- Subject:
- Mathematics, Geometry / Topology

This contribution concerns statistical inference for parametric models used in stochastic geometry and based on quick and simple simulation free procedures as well as more comprehensive methods based ... More

## Bayesian computation (MCMC)

*Ziheng Yang*

### in Molecular Evolution: A Statistical Approach

- Published in print:
- 2014
- Published Online:
- August 2014
- ISBN:
- 9780199602605
- eISBN:
- 9780191782251
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199602605.003.0007
- Subject:
- Biology, Biomathematics / Statistics and Data Analysis / Complexity Studies, Evolutionary Biology / Genetics

This chapter provides a detailed introduction to modern Bayesian computation. The Metropolis–Hastings algorithm is illustrated using a simple example of distance estimation between two sequences. A ... More

## A primer on probabilistic inference

*Thomas L. Griffiths and Alan Yuille*

### in The Probabilistic Mind:: Prospects for Bayesian cognitive science

- Published in print:
- 2008
- Published Online:
- March 2012
- ISBN:
- 9780199216093
- eISBN:
- 9780191695971
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199216093.003.0002
- Subject:
- Psychology, Cognitive Psychology

This chapter provides the technical introduction to Bayesian methods. Probabilistic models of cognition are often referred to as Bayesian models, reflecting the central role that Bayesian inference ... More

## Bayesian Theory and Applications

*Paul Damien, Petros Dellaportas, Nicholas G. Polson, and David A. Stephens (eds)*

- Published in print:
- 2013
- Published Online:
- May 2013
- ISBN:
- 9780199695607
- eISBN:
- 9780191744167
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199695607.001.0001
- Subject:
- Mathematics, Probability / Statistics

The development of hierarchical models and Markov chain Monte Carlo (MCMC) techniques forms one of the most profound advances in Bayesian analysis since the 1970s and provides the basis for advances ... More

## Bayesian Models: A Statistical Primer for Ecologists

*N. Thompson Hobbs and Mevin B. Hooten*

- Published in print:
- 2015
- Published Online:
- October 2017
- ISBN:
- 9780691159287
- eISBN:
- 9781400866557
- Item type:
- book

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691159287.001.0001
- Subject:
- Biology, Ecology

Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This book provides a comprehensive ... More

## Bayesian Inference in Dynamic Econometric Models

*Luc Bauwens, Michel Lubrano, and Jean-François Richard*

- Published in print:
- 2000
- Published Online:
- September 2011
- ISBN:
- 9780198773122
- eISBN:
- 9780191695315
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198773122.001.0001
- Subject:
- Economics and Finance, Econometrics

This book contains an up-to-date coverage of the last twenty years of advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in ... More

## Online Bayesian learning in dynamic models: an illustrative introduction to particle methods

*Hedibert F Lopes and Carlos M Carvalho*

### in Bayesian Theory and Applications

- Published in print:
- 2013
- Published Online:
- May 2013
- ISBN:
- 9780199695607
- eISBN:
- 9780191744167
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199695607.003.0011
- Subject:
- Mathematics, Probability / Statistics

This chapter provides a step-by-step review of Monte Carlo (MC) methods for filtering in general nonlinear and non-Gaussian dynamic models, also known as state-space models or hidden Markov models. ... More

## Markov chain Monte Carlo methods in corporate finance

*ARTHUR KORTEWEG*

### in Bayesian Theory and Applications

- Published in print:
- 2013
- Published Online:
- May 2013
- ISBN:
- 9780199695607
- eISBN:
- 9780191744167
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199695607.003.0026
- Subject:
- Mathematics, Probability / Statistics

This chapter introduces Markov chain Monte Carlo (MCMC) methods and provides a hands-on guide to writing algorithms. It also illustrates some of the many applications of MCMC in corporate finance. ... More