Books

Abstraction: Christian Robert's authored Bayesian statistics and Monte Carlo textbooks bibliography

Key points:

• "The Bayesian Choice" (1994, 2nd ed. 2001, Springer) won the 2004 DeGroot Prize at ISBA; covers decision-theoretic foundations through MCMC computational implementation
• "Monte Carlo Statistical Methods" (1999, 2nd ed. 2004, with Casella) added five new chapters in the second edition: Monte Carlo control, slice sampling, two-stage Gibbs, perfect sampling, and sequential importance sampling
• "Bayesian Core" (2007, with Marin) is a concise 250-page practical introduction with R programs for all procedures; fully revised as "Bayesian Essentials with R" (2013)
• "Introducing Monte Carlo Methods with R" (2009, with Casella) is a self-contained 296-page entry-level text with free R package mcsm and solution manual
• All books include R code; several have free solution manuals and Beamer slide sets available

Connections: Christian Robert · Bayesian Statistics · Monte Carlo Methods · Mcmc

Source: https://www.ceremade.dauphine.fr/~xian/books.html