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9789812564276

Markov Chain Monte Carlo : Innovations and Applications

by ; ;
  • ISBN13:

    9789812564276

  • ISBN10:

    9812564276

  • Format: Hardcover
  • Copyright: 2006-02-01
  • Publisher: World Scientific Pub Co Inc
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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 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.

Table of Contents

Foreword vii
Preface ix
Glossary xiii
Introduction to Markov Chain Monte Carlo Simulations and Their Statistical Analysis 1(52)
B. A. Berg
An Introduction to Monte Carlo Methods in Statistical Physics
53(40)
D. P. Landau
Notes on Perfect Simulation
93(54)
W. S. Kendall
Sequential Monte Carlo Methods and Their Applications
147(36)
R. Chen
MCMC in the Analysis of Genetic Data on Pedigrees
183(34)
E. A. Thompson
Index 217

Supplemental Materials

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