This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo technique

This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique

Markov Chain Monte Carlo (MCMC) methods are now an indispensable tool in scientific computing. This book discusses recent developments of MCMC methods with an e

This book is a practical guide to the numerical solution of linear and nonlinear equations, differential equations, optimization problems, and eigenvalue proble

Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound i