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MARKOV CHAIN MONTE CARLO: INNOVATIONS AND APPLICATIONS (Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore)

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MARKOV CHAIN MONTE CARLO: INNOVATIONS AND APPLICATIONS (Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore) image
ISBN-10:

9812564276

ISBN-13:

9789812564276

Author(s): Liang, Faming; Kendall, Dr Wilfrid S
Released: Nov 09, 2005
Publisher: World Scientific Publishing Company
Format: Hardcover, 240 pages
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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. The essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.

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