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Monte Carlo methods

Joseph F. Boudreau and Eric S. Swanson

in Applied Computational Physics

Published in print:
2017
Published Online:
February 2018
ISBN:
9780198708636
eISBN:
9780191858598
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198708636.003.0007
Subject:
Physics, Theoretical, Computational, and Statistical Physics

Monte Carlo methods are those designed to obtain numerical answers with the use of random numbers . This chapter discusses random engines, which provide a pseudo-random pattern of bits, and their use ... 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


Markov Chain Monte Carlo sampling of graphs

A.C.C. Coolen, A. Annibale, and E.S. Roberts

in Generating Random Networks and Graphs

Published in print:
2017
Published Online:
May 2017
ISBN:
9780198709893
eISBN:
9780191780172
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198709893.003.0006
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter looks at Markov Chain Monte Carlo techniques to generate hard- and soft-constrained exponential random graph ensembles. The essence is to define a Markov chain based on ergodic ... More


Monte Carlo computational approaches in Bayesiancodon-substitution modelling

Nicolas Rodrigue and Nicolas Lartillot

in Codon Evolution: Mechanisms and Models

Published in print:
2012
Published Online:
May 2015
ISBN:
9780199601165
eISBN:
9780191810114
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:osobl/9780199601165.003.0004
Subject:
Biology, Evolutionary Biology / Genetics

This chapter reviews Markov Chain Monte Carlo (MCMC) approaches in codon-substitution modelling. It outlines the process of data analysis using the Bayesian framework. It describes the algorithms for ... More


Frailty‐Induced Correlation *

Darrell Duffie

in Measuring Corporate Default Risk

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199279234
eISBN:
9780191728419
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199279234.003.0006
Subject:
Economics and Finance, Financial Economics

This chapter presents the foundations for frailty modeling of correlated default in a setting of stochastic intensities. The approach is to assume that default times are jointly doubly stochastic ... More


Bayesian approaches to the quantitative genetic analysis of natural populations

Michael B. Morrissey, Pierre de Villemereuil, Blandine Doligez, and Olivier Gimenez

in Quantitative Genetics in the Wild

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199674237
eISBN:
9780191779275
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199674237.003.0014
Subject:
Biology, Evolutionary Biology / Genetics, Ecology

Bayesian statistics provides a flexible set of tools for analysis of empirical data. This chapter focuses primarily on how flexible Bayesian tools, especially Bayesian Markov Chain Monte Carlo (MCMC) ... More


Bayesian Statistics for Beginners: a step-by-step approach

Therese Donovan and Ruth M. Mickey

Published in print:
2019
Published Online:
July 2019
ISBN:
9780198841296
eISBN:
9780191876820
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198841296.001.0001
Subject:
Biology, Biomathematics / Statistics and Data Analysis / Complexity Studies

Bayesian Statistics for Beginners is an entry-level book on Bayesian statistics. It is like no other math book you’ve read. It is written for readers who do not have advanced degrees in mathematics ... More


Graphs with hard constraints: further applications and extensions

A.C.C. Coolen, A. Annibale, and E.S. Roberts

in Generating Random Networks and Graphs

Published in print:
2017
Published Online:
May 2017
ISBN:
9780198709893
eISBN:
9780191780172
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198709893.003.0007
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter looks at further topics pertaining to the effective use of Markov Chain Monte Carlo to sample from hard- and soft-constrained exponential random graph models. The chapter considers the ... More


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