Markov Chain Monte Carlo in Practice

by W.R. Gilks (Editor), S. Richardson (Editor), David Spiegelhalter (Editor)

In a family study of breast cancer, epidemiologists in Southern California increase the power for detecting a gene-environment interaction. In Gambia, a study helps a vaccination program reduce the incidence of Hepatitis B carriage. Archaeologists in Austria place a Bronze Age site in its true temporal location on the calendar scale. And in France,

Genres: Mathematics, Reference

512 pages, Kindle Edition

First published December 1, 1995

Reviews

[Jerzy · Rating 4 out of 5]

Almost 2 decades later this book is still a great resource for delving deeper into MCMC. (It may explain the basics well too, but since I already knew those, I can't judge their exposition from a newbie's perspective.)

The chapters on reparameterization, model determination, and model checking have been invaluable to my recent work and are very clearly written; I look forward to the other chapters too.

The only seriously-dated advice I've noticed so far is the recommendation of the problematic harmonic mean estimator.

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