| Description |
1 online resource (xviii, 220 pages) : illustrations. |
|
text file |
| 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.
|
| Bibliography |
Includes bibliographical references and index. |
| 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. |
| 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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Monte Carlo method.
|
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Monte Carlo method. |
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Bayesian statistical decision theory.
|
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Bayesian statistical decision theory. |
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Markov processes.
|
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Markov processes. |
| Genre/Form |
Electronic books.
|
| Added Author |
Kendall, W. S.
|
|
Liang, F. (Faming), 1970-
|
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Wang, J.-S. (Jian-Sheng), 1960-
|
| Other Form: |
Print version: Markov chain Monte Carlo. Singapore ; Hackensack, NJ : World Scientific, ©2005 (DLC) 2006299138 |
| ISBN |
9812564276 |
|
9789812564276 |
|
9812700919 (electronic book) |
|
9789812700919 (electronic book) |
|
1281881139 |
|
9781281881137 |
| Standard No. |
9789812564276 |
|
