Detalles del recurso

Descripción

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.

Pertenece a

Archive EduTice a CCSD electronic archive server based on P.A.O.L  

Autor(es)

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

Contacto:

Localización:
* hal-00311793

Otros recursos del mismo autor(es)

  1. Adaptive Importance Sampling in General Mixture Classes Removed misleading comment in Section 2
  2. Are risk averse agents more optimistic ? Cf. papier Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach
  3. On some difficulties with a posterior probability approximation technique International audience
  4. On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation Population Monte Carlo has been introduced as a sequential importance sampling technique to overcome...
  5. Approximating the marginal likelihood in mixture models In Chib (1995), a method for approximating marginal densities in a Bayesian setting is proposed, wit...

Otros recursos de la mismacolección

  1. Measurement of $Z^{0}$ decays to hadrons, and a precise determination of the number of neutrino species
  2. Investigation of two photon final states in $e^+e^-$ annihilation at $\sqrt{s}$ = 34.2 GeV
  3. Local envelope of holomorphy of CR manifolds and removable singularities for integrable CR functions Soient M une variété CR localement plongeable et C un fermé contenu dans M. On donne des conditions ...
  4. On the local meromorphic extension of CR meromorphic mappings Let $M$ be a generic CR submanifold in $\C^{m+n}$, $m= CRdim M \geq 1$,$n=codim M \geq 1$, $d=dim M ...
  5. Metrically thin singularities of integrable CR functions In this article, we consider metrically thin singularities A of the tangential Cauchy-Riemann operat...

Aviso de cookies: Usamos cookies propias y de terceros para mejorar nuestros servicios, para análisis estadístico y para mostrarle publicidad. Si continua navegando consideramos que acepta su uso en los términos establecidos en la Política de cookies.