Markov chain Monte Carlo : innovations and applications /

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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:
Monte Carlo method.
Bayesian statistical decision theory.
Markov processes.
Méthode de Monte-Carlo.
Théorie de la décision bayésienne.
Processus de Markov.
SCIENCE > Physics > General.
Markov-processen.
Monte Carlo-methode.
Simulatiemodellen.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • CONTENTS; Foreword; Preface; Glossary; Introduction to Markov Chain Monte Carlo Simulations and Their Statistical Analysis B.A. Berg; An Introduction to Monte Carlo Methods in Statistical Physics D.P. Landau; Notes on Perfect Simulation W.S. Kendall; Sequential Monte Carlo Methods and Their Applications R. Chen; MCMC in the Analysis of Genetic Data on Pedigrees E.A. Thompson; Index.

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