Markov Chain Monte Carlo Innovations And Applications

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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.

Product Details Hardcover: 240 pages Publisher: World Scientific Publishing Company (October 30, 2005) Language: English ISBN-10: 9812564276 ISBN-13: 978-9812564276 Product Dimensions: 9.1 x 6 x 0.8 inches Shipping Weight: 14.4 ounces (View shipping rates and policies) Average Customer Review: No customer reviews yet. Be the first. Amazon.com Sales Rank: #2,365,055 in Books (See Bestsellers in Books)  Would you like to update product info or give feedback on images?

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