Monte Carlo Statistical Methods

This new edition contains five completely new chapters covering new developments and has sold 4300 copies worldwide of the first edition (1999).

Abstract

Douc pointed out typos and mistakes in the French version, but should not be held responsible for those remaining!Part of Chapter 8 has a lot of common with a "reviewww" written by Christian Robert with Chantal Guihenneuc-Jouyaux and Kerrie Mengersen for the Valencia Bayesian meeting (and the Internet!).The input of the French working group "MC Cube," whose focus is on convergence diagnostics, can also be felt in several places of this book.Wally Gilks and David Spiegelhalter granted us permission to use their graph (Figure 2.3.1) and examples as Problems 7.44-7.55,for which we are grateful.Agostino Nobile kindly provided the data on which Figures 7.3.2and 7.3.2are based.Finally, Arnoldo Frigessi (from Roma) made the daring move of teaching (in English) from the French version in Olso, Norway