Monte Carlo methods

DOI10.1007/S13137-017-0101-ZMaRDI QIDQ1655965zbMATH OpenOpenAlexFDO

Authors Karl-Rudolf Koch

Publication date 10 August 2018

Published in GEM - International Journal on Geomathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13137-017-0101-z

zbMATH Keywords

Bayesian statisticsGibbs samplerMarkov chain Monte Carlo methodsMetropolis algorithmSIR algorithm

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(20)

• Note on Monte Carlo methods without necessary detailed balance.
• Monte Carlo methods beyond detailed balance
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Describes a project that uses

Uses Software

• BayesDA

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