Monte Carlo strategies in scientific computing

Publication date: 20 August 2001

Published in: Springer Series in Statistics (Search for Journal in Brave)

convergence Markov chains Monte Carlo textbook population genetics Ising model Gibbs sampler signal processing molecular dynamics Bayesian missing data problems chain-structured models cluster algorithms computational biology exact sampling method Markov Monte Carlo Metropolis algorithm molecular simulation sequential Monte Carlo

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Interacting particle systems in time-dependent statistical mechanics (82C22) Population dynamics (general) (92D25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical analysis or methods applied to Markov chains (65C40) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02)

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Uses Software

HybridMC

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