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Markov chain Monte Carlo : innovations and applications /

Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cro...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Kendall, W. S., Liang, F. (Faming), 1970-, Wang, J.-S. (Jian-Sheng), 1960-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, NJ : World Scientific, ©2005.
Colección:Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 7.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary progr.
Descripción Física:1 online resource (xviii, 220 pages) : illustrations
Bibliografía:Includes bibliographical references and index.
ISBN:9812564276
9789812564276
9812700919
9789812700919
1281881139
9781281881137
9786611881139
6611881131