A short history of MCMC: Subjective recollections from incomplete data

zbMATH Open1229.65020MaRDI QIDQ3172402FDOQ3172402

Authors: George Casella, Christian P. Robert Robert 

Publication date: 5 October 2011

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zbMATH Keywords

Gibbs samplingparticle filtersMetropolis-Hastings algorithmsMarkov chain Monte Carlo (MCMC) algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Cited In (5)

• The Convergence of Markov Chain Monte Carlo Methods: From the Metropolis Method to Hamiltonian Monte Carlo
• The evolution of Markov chain Monte Carlo methods
• Analysis of the lifetime performance index in Gompertz distribution based on \(k\)-record values
• From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data

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