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Markov Chain Monte Carlo
W. S. Kendall
Faming Liang
Jian-Sheng Wang
其他書名
Innovations and Applications
出版
World Scientific
, 2005
主題
Mathematics / Probability & Statistics / Stochastic Processes
Mathematics / Probability & Statistics / Bayesian Analysis
ISBN
9812700919
9789812700919
URL
http://books.google.com.hk/books?id=ccRgDQAAQBAJ&hl=&source=gbs_api
EBook
SAMPLE
註釋
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 program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.