Markov Chain Monte Carlo methods in computational statistics and econometrics
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F06%3A00041470" target="_blank" >RIV/67985556:_____/06:00041470 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Markov Chain Monte Carlo methods in computational statistics and econometrics
Original language description
The paper recals the MCMC methods, namely the Gibbs algorithm, the Metropolis--Hastings algorithm and variants used for solution of optimization problems, namely the simulated annealing. The objective is to describe the schemes of the algorithms, to recall their theoretical foundation, and to show their use both in Bayes data analysis and in randomized optimization problem.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F04%2F1294" target="_blank" >GA402/04/1294: Stochastic decision approaches in nonlinear economic models</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2006
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 24th International Conference Mathematical Methods in Economics 2006
ISBN
978-80-7043-480-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
University of West Bohemia in Pilsen
Place of publication
Plzeň
Event location
Plzeň
Event date
Sep 13, 2006
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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