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CHANCE Volume 24, 2011 - Issue 4: Model Risk and the Great Recession
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Book Reviews

Numerical Analysis for Statisticians

Christian Robert
&
Kenneth Lange
Pages 58-59 | Published online: 02 Aug 2013

  • Daubéchies, I. 1992. Ten lectures on wavelets. Philadelphia, PA: SIAM.
  • Dempster, A., LairdN., and RubinD.. 1977. Maximum likelihood from incomplete data via the EM algorithm (with discussion). J. Royal Statist. Society Series B 39:1–38.
  • MacLachlan, G., and KrishnanT.. 1997. The EM algorithm and extensions. (2nd ed.) New York, NY: John Wiley.
  • Metropolis, N., RosenbluthA., RosenbluthM., TellerA., and TellerE.. 1953. Equations of state calculations by fast computing machines. J. Chem. Phys. 21:1087–1092.
  • Meyer, Y. 1990. Ondelettes et opérateurs. Paris, France: Hermann.
  • Nasson, G. 2008. Wavelet methods in statistics with R. New York, NY: Springer-Verlag.
  • Robert, C., and CasellaG.. 2011. A history of Markov chain Monte Carlo-subjective recollections from incomplete data. Statist. Science 26:102–115.
  • Silverman, B., and VassicoulosJ.. 2000. Wavelets: The key to intermittent information? Oxford, UK: Oxford University Press.
  • Wikipedia. Expectation-maximization algorithm, http://en.wikipedia.org/wiki/Expectation-maximization_algorithm.

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