St@tServ Statistical Online Bookstore
Monte Carlo Methods
| Title / Author(s) |
Year / Publisher |
Comments |
| Conditional Monte Carlo : Gradient Estimation and Optimization Applications Michael C. Fu, Jian-Qiang Hu | 1997 Kluwer Academic Pub | |
| Markov Chain Monte Carlo : Stochastic Simulation for Bayesian Inference Dani Gamerman | 1997 Chapman & Hall | |
| Markov Chain Monte Carlo in Practice W. R. Gilks, S. Richardson, D. J. Spiegelhalter | 1996 Chapman & Hall | |
| Monte Carlo : Concepts, Algorithms, and Applications George S. Fishman | 1996 Springer Verlag | |
| Monte Carlo Methods for Applied Scientists Ivan T. Dimov, Sean McKee | 1998 World Scientific Pub Co | |
| Numerical Methods for Stochastic Processes Nicolas Bouleau, Dominique Lepingle | 1993 John Wiley & Sons |