Description 
1 online resource (xviii, 220 pages) : illustrations 
Series 
Lecture notes series, Institute for Mathematical Sciences, National University of Singapore ; vol. 7 

Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 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 
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 crossfertilization. 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 
Bibliography 
Includes bibliographical references and index 
Notes 
English 
Subject 
Monte Carlo method.


Bayesian statistical decision theory.


Markov processes.


SCIENCE  Physics  General.


Bayesian statistical decision theory


Markov processes


Monte Carlo method


Markovprocessen.


Monte Carlomethode.


Simulatiemodellen.

Form 
Electronic book

Author 
Kendall, W. S


Liang, F. (Faming), 1970


Wang, J.S. (JianSheng), 1960

ISBN 
9812564276 

9789812564276 

9812700919 

9789812700919 

1281881139 

9781281881137 

9786611881139 

6611881131 
