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Markov Chain Monte Carlo: Innovations And Applications


Markov Chain Monte Carlo: Innovations And Applications


Lecture Notes Series, Institute For Mathematical Sciences, National University Of Singapore

von: Kendall Wilfrid S Kendall

252,00 €

Verlag: World Scientific / S'Pore Univ Press
Format: PDF
Veröffentl.: 08.11.2005
ISBN/EAN: 9789812700919
Sprache: englisch
Anzahl Seiten: 240

DRM-geschütztes eBook, Sie benötigen z.B. Adobe Digital Editions und eine Adobe ID zum Lesen.

Beschreibungen

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.

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