Detalles del recurso


In this note we attempt to trace the history and development of Markov chain Monte Carlo (MCMC) from its early inception in the late 1940's through its use today. We see how the earlier stages of the Monte Carlo (MC, not MCMC) research have led to the algorithms currently in use. More importantly, we see how the development of this methodology has not only changed our solutions to problems, but has changed the way we think about problems.

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Robert , Christian -  Casella , George - 

Id.: 70632303

Idioma: inglés  - 

Versión: 1.0

Estado: Final

Palabras clave[ STAT.CO ] Statistics [stat]/Computation [stat.CO] - 

Tipo de recurso: info:eu-repo/semantics/preprint  -  Preprints, Working Papers, ...  - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

: info:eu-repo/semantics/OpenAccess

Requerimientos técnicos:  Browser: Any - 

Relación: [References] info:eu-repo/semantics/altIdentifier/arxiv/ 0808.2902

Fecha de contribución: 11-may-2018


* hal-00311793

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