Книга Markov Chain Monte Carlo: Innovations And Applications

Markov Chain Monte Carlo: Innovations And Applications

Книги Математика

Автор:

J. S. Wang, Joseph S. Wang, F. Liang

Год издания: 2005

Формат: pdf

Издат.:

World Scientific Publishing Company

Страниц: 240

Размер: 3,6 Mb

ISBN: 9812564276

Язык: Английский

(голосов: 0)

Оценка:

Markov Chain Monte Carlo: Innovations And Applications

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.

tata167

21 мая 2008

Добавление комментария к книге Markov Chain Monte Carlo: Innovations And Applications

Электронная библиотека книг