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

ISBN:

9789812564276

9789812700919

9781281881137

Title:

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

Author:

Kendall, W. S.

Publication Information:

Physical Description:

1 online resource (xviii, 220 pages) : illustrations.

Series:

Lecture notes series, Institute for Mathematical Sciences, National University of Singapore ; vol. 7

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.

Local Note:

eBooks on EBSCOhost

Subject Term:

Monte Carlo method.

Bayesian statistical decision theory.

Markov processes.

Added Author:

Kendall, W. S.

Liang, F. (Faming), 1970-

Wang, J.-S. (Jian-Sheng), 1960-

Format:

Electronic Resources

Electronic Access:

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Publication Date:

2005

Publication Information:

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Shelf Number	Material Type	Copy	Shelf Location	Status
530.13 22	1:E-BOOK	1	1:ONLINE	Searching... Unknown

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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 program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.

B. A. BergD. P. LandauW. S. KendallR. ChenE. A. Thompson

Foreword	p. vii
Preface	p. ix
Glossary	p. xiii
Introduction to Markov Chain Monte Carlo Simulations and Their Statistical Analysis	p. 1
An Introduction to Monte Carlo Methods in Statistical Physics	p. 53
Notes on Perfect Simulation	p. 93
Sequential Monte Carlo Methods and Their Applications	p. 147
MCMC in the Analysis of Genetic Data on Pedigrees	p. 183
Index	p. 217

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