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Markov chain Monte Carlo : innovations and applications / edited by W.S. Kendall, F. Liang, J.-S. Wang.

Contributor(s): Material type: TextTextSeries: Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 7.Publication details: Singapore ; Hackensack, NJ : World Scientific, ©2005.Description: 1 online resource (xviii, 220 pages) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9812564276
  • 9789812564276
  • 9812700919
  • 9789812700919
  • 1281881139
  • 9781281881137
  • 9786611881139
  • 6611881131
Subject(s): Genre/Form: Additional physical formats: Print version:: Markov chain Monte Carlo.DDC classification:
  • 530.13 22
LOC classification:
  • QC174.85.M64 M37 2005
Other classification:
  • 31.80
Online resources:
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.
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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; Index.

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.

English.

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