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Record Nr. |
UNINA9910814602303321 |
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Titolo |
Markov chain Monte Carlo : innovations and applications / / edited by W.S. Kendall, F. Liang, J.-S. Wang |
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Pubbl/distr/stampa |
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Singapore ; ; Hackensack, NJ, : World Scientific, c2005 |
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ISBN |
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1-281-88113-9 |
9786611881139 |
981-270-091-9 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (239 p.) |
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Collana |
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Lecture notes series, Institute for Mathematical Sciences, National University of Singapore ; ; vol. 7 |
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Classificazione |
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Altri autori (Persone) |
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KendallW. S |
LiangF <1970-> (Faming) |
WangJ.-S <1960-> (Jian-Sheng) |
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Disciplina |
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Soggetti |
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Monte Carlo method |
Bayesian statistical decision theory |
Markov processes |
Markov-processen |
Monte Carlo-methode |
Simulatiemodellen |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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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Sommario/riassunto |
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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 cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how |
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