bookMay 10, 2006ITClosed access
Markov Chain Monte Carlo
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Abstract
While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of MCMC to the solution of inference problems has increased by leaps and bounds. Incorporating changes in theory and highlighting new applications, Markov Chain Monte Carlo: Stochastic Simul
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Keywords
- Markov chain Monte Carlo
- Monte Carlo method
- Markov chain
- Statistical physics
- Computer science
- Mathematics
- Physics
- Statistics
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