03437nam 22007694a 450 991081460230332120240515182010.01-281-88113-99786611881139981-270-091-99789812564276(CKB)1000000000334250(EBL)296164(OCoLC)228169093(SSID)ssj0000198227(PQKBManifestationID)11181006(PQKBTitleCode)TC0000198227(PQKBWorkID)10169562(PQKB)10293393(MiAaPQ)EBC296164(WSP)00001874 (Au-PeEL)EBL296164(CaPaEBR)ebr10173931(CaONFJC)MIL188113(PPN)166611751(EXLCZ)99100000000033425020060926d2005 uy 0engur|n|---|||||txtccrMarkov chain Monte Carlo innovations and applications /edited by W.S. Kendall, F. Liang, J.-S. Wang1st ed.Singapore ;Hackensack, NJ World Scientificc20051 online resource (239 p.)Lecture notes series, Institute for Mathematical Sciences, National University of Singapore ;vol. 7Description based upon print version of record.981-256-427-6 Includes bibliographical references and index.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; IndexMarkov 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 progrLecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;v. 7.Monte Carlo methodBayesian statistical decision theoryMarkov processesMarkov-processengttMonte Carlo-methodegttSimulatiemodellengttMonte Carlo method.Bayesian statistical decision theory.Markov processes.Markov-processen.Monte Carlo-methode.Simulatiemodellen.519.23331.80bclKendall W. S251594Liang F(Faming),1970-522160Wang J.-S(Jian-Sheng),1960-1628010MiAaPQMiAaPQMiAaPQBOOK9910814602303321Markov chain Monte Carlo3964878UNINA