Markov chain Monte Carlo : innovations and applications / edited by W.S. Kendall, F. Liang, J.-S. Wang.

Format:

Book

Contributor:

Kendall, W. S.

Liang, F. (Faming), 1970-

Wang, J.-S. (Jian-Sheng), 1960-

Series:

Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 7.

Lecture notes series, Institute for Mathematical Sciences, National University of Singapore ; vol. 7

Language:

English

Subjects (All):

Monte Carlo method.

Bayesian statistical decision theory.

Markov processes.

Physical Description:

1 online resource (239 p.)

Edition:

1st ed.

Place of Publication:

Singapore ; Hackensack, NJ : World Scientific, c2005.

Language Note:

English

Summary:

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

Contents:

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

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786611881139

9781281881137

1281881139

9789812700919

9812700919

OCLC:

228169093

Publisher Number:

9789812564276