Kendall, W. S. (2005) Notes on perfect simulation. In: Markov chain Monte Carlo : innovations and applications. Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) , Vol.7 . World Scientific, Singapore ; Hackensack, NJ, pp. 93-146. ISBN 9789812564276

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Abstract

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

Item Type:	Book Item
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Statistics
Library of Congress Subject Headings (LCSH):	Simulation methods, Monte Carlo method, Markov processes
Series Name:	Lecture notes series (National University of Singapore. Institute for Mathematical Sciences)
Publisher:	World Scientific
Place of Publication:	Singapore ; Hackensack, NJ
ISBN:	9789812564276
Book Title:	Markov chain Monte Carlo : innovations and applications
Editor:	Kendall, W. S. and Liang, F. (Faming), 1970- and Wang, J.-S. (Jian-Sheng), 1960-
Date:	2005
Volume:	Vol.7
Number of Pages:	220
Page Range:	pp. 93-146
Status:	Peer Reviewed
Publication Status:	Published
Related URLs:	Related item in WRAP
URI:	http://wrap.warwick.ac.uk/id/eprint/37974

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