Markov chain Monte Carlo
Subtitle: innovations and applications
By: edited by W.S. Kendall, F. Liang, J.-S. Wang
Contributors: Kendall, W. S; Liang, F. 1970-; Wang, J.-S 1960-
Series: Lecture notes series, Institute for Mathematical Sciences, National University of Singapore -- vol. 7; Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) -- v. 7
Publisher: World Scientific
Published: 2005
Place of publication: Singapore; Hackensack, NJ
Language: eng
Number of pages: 220
ISBN-13: 9789812564276
Subjects: Monte Carlo method; Bayesian statistical decision theory; Markov processes
Description: "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."--BOOK JACKET.
Notes: Includes bibliographical references and index