Markov Chain Monte Carlo: Innovations and Applications. J. S. Wang, W. S. Kendall

Markov Chain Monte Carlo: Innovations and Applications



Download Markov Chain Monte Carlo: Innovations and Applications



Markov Chain Monte Carlo: Innovations and Applications J. S. Wang, W. S. Kendall ebook pdf
Publisher: World Scientific Publishing Company
Language: English
Page: 239
ISBN: 9812564276, 9789812564276

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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