Lectures On Probability Theory And Statistics: Ecole d'Eté de Probabilités de Saint-Flour XXXI - 2001 (Lecture Notes in Mathematics): 1837

by Jean Picard (Editor), Ofer Zeitouni (Contributor), Simon Tavar\xe9 (Author)

• New

  Paperback
  2004

  $63.75

  This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. A fairly complete description of available results in dimension 1 is given.