Résumé :
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Markov chain Monte Carlo (MCMC) methods are simulation-based methods which can used for the analysis of complex statistical models. Although MCMC techniques have been used in statistical physics for many years, their usefulness for general statistical modelling has only recently been appreciated. The literature on MCMC methodology and its applications is scattered and rapidly expanding; this book draws together contributions from authorities in the field and fills the urgent need to communicate the state of the art to a general statistical audience. Emphasis is placed on practice rather than theory, although fundamental theoretical concepts are discussed. The issues covered arise in real applications such as archaeology, astronomy, biostatistics, genetics, epidemiology and image analysis. This introductory-level text is suitable for applied statisticians, biostatisticians and statistically-oriented epidemiologists and computer scientists. Wally Gilks and David Spielgelhalter are Senior Scientists at the Medical Research Council Biostatistics Unit in Cambridge, UK. Sylvia Richardson is Senior Scientist at the French National Institute for Health and Medical Research, Villejuif, France.
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