Markov Chain Monte Carlo: Innovations And Applications
Book Details
Format
Hardback or Cased Book
Book Series
Lecture Notes Series, Institute for Mathematical Sciences, National University of Singapore
ISBN-10
9812564276
ISBN-13
9789812564276
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Nov 9th, 2005
Print length
240 Pages
Weight
476 grams
Dimensions
22.80 x 15.90 x 1.80 cms
Product Classification:
Probability & statistics
Ksh 20,350.00
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Quality
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Presents five 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. These essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore.
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.
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