Handbook of Markov Chain Monte Carlo

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Steve Brooks, Andrew Gelman, Galin Jones, Xiao-Li Meng
CRC Press, May 10, 2011 - Mathematics - 619 pages

Since their popularization in the 1990s, Markov chain Monte Carlo (MCMC) methods have revolutionized statistical computing and have had an especially profound impact on the practice of Bayesian statistics. Furthermore, MCMC methods have enabled the development and use of intricate models in an astonishing array of disciplines as diverse as fisheries science and economics. The wide-ranging practical importance of MCMC has sparked an expansive and deep investigation into fundamental Markov chain theory.

The Handbook of Markov Chain Monte Carlo provides a reference for the broad audience of developers and users of MCMC methodology interested in keeping up with cutting-edge theory and applications. The first half of the book covers MCMC foundations, methodology, and algorithms. The second half considers the use of MCMC in a variety of practical applications including in educational research, astrophysics, brain imaging, ecology, and sociology.

The in-depth introductory section of the book allows graduate students and practicing scientists new to MCMC to become thoroughly acquainted with the basic theory, algorithms, and applications. The book supplies detailed examples and case studies of realistic scientific problems presenting the diversity of methods used by the wide-ranging MCMC community. Those familiar with MCMC methods will find this book a useful refresher of current theory and recent developments.


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Chapter 1 Introduction to Markov Chain Monte Carlo
Subjective Recollections from Incomplete Data
Chapter 3 Reversible Jump MCMC
Chapter 4 Optimal Proposal Distributions and Adaptive MCMC
Chapter 5 MCMC Using Hamiltonian Dynamics
Chapter 6 Inference from Simulations and Monitoring Convergence
Estimating with Confidence
Exact MCMC Sampling
Chapter 14 An MCMCBased Analysis of a Multilevel Model for Functional MRI Data
Chapter 15 Partially Collapsed Gibbs Sampling and PathAdaptive MetropolisHastings in HighEnergy Astrophysics
Chapter 16 Posterior Exploration for Computationally Intensive Forward Models
Chapter 17 Statistical Ecology
Chapter 18 Gaussian Random Field Models for Spatial Data
Chapter 19 Modeling Preference Changes via a Hidden MarkovItem Response Theory Model
A Case Study in Environmental Epidemiology
Chapter 21 MCMC for StateSpace Models

Chapter 9 Spatial Point Processes
Theory and Methodology
Chapter 11 Importance Sampling Simulated Tempering and Umbrella Sampling
Chapter 12 LikelihoodFree MCMC
Part II Applications and Case Studies
Chapter 13 MCMC in the Analysis of Genetic Dataon Related Individuals
Chapter 22 MCMC in Educational Research
Chapter 23 Applications of MCMC in Fisheries Science
Analyzing RuralUrban Migrationin Thailand
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About the author (2011)

As a young man, Steve Brooks discovered that whenever he thought of himself as a poet, the word disappeared. He thought of poetry not merely as an occupation but as something essential. He discovered he was a poet, not by its definition but by its reality. His first book was Philip Blanc in San Francisco (Panjandrum Press, 1972) surrealist poems and drawings. His next published work was as part of an anthology, Five on the Western Edge (Momo's Press, 1977). The Cock Poems by Georgio Vesta was published by Love Lights Magazine in 1973. His second one-man show, "The Blood & Turnips Poetry Festival," was a satire in which he wrote and played the part of twenty poets. His collected poems, The Dancer in the Heart, was published by Philos Press in 2001 under the name Steve Abhaya. Many of his subsequent works were self-published by Abhaya Books & Art, available online. He currently resides in Asheville, North Carolina.

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